Pages that link to "Item:Q901577"

The following pages link to Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577):

Displaying 30 items.

• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces (Q1755120) (← links)
• Weighted covariance matrix estimation (Q2002720) (← links)
• Simplicial and minimal-variance distances in multivariate data analysis (Q2074654) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Variational discriminant analysis with variable selection (Q2195837) (← links)
• Two-group classification with high-dimensional correlated data: a factor model approach (Q2275650) (← links)
• Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• (Q5011447) (← links)
• Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
• Some Statistical Problems with High Dimensional Financial data (Q5227362) (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
• An analysis of the impact of rent control on New York City housing (Q6148376) (← links)
• Polynomial whitening for high-dimensional data (Q6178887) (← links)
• Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
• A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)
• Regularized Buckley-James method for right-censored outcomes with block-missing multimodal covariates (Q6544014) (← links)
• Ridge estimation of covariance matrix from data in two classes. (Q6584362) (← links)
• Shrinkage estimation of higher-order Bochner integrals (Q6589571) (← links)
• A comparison of methods for estimating the determinant of high-dimensional covariance matrix (Q6636158) (← links)
• Comment: Ridge Regression and Regularization of Large Matrices (Q6636563) (← links)