Pages that link to "Item:Q873623"
From MaRDI portal
The following pages link to Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623):
Displaying 12 items.
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Principal regression for high dimensional covariance matrices (Q2233571) (← links)
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Model-based clustering (Q2628064) (← links)
- Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
- Marginalized transition random effect models for multivariate longitudinal binary data (Q5421214) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
- Covariate‐based cepstral parameterizations for time‐varying spatial error covariances (Q6090018) (← links)
