Pages that link to "Item:Q953851"

The following pages link to Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851):

Displaying 26 items.

• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
• A model selection criterion for discriminant analysis of high-dimensional data with fewer observations (Q451193) (← links)
• Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• High-dimensional linear discriminant analysis using nonparametric methods (Q2062785) (← links)
• A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869) (← links)
• Covariance matrix estimation under data-based loss (Q2244574) (← links)
• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
• Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
• Bayesian estimation of a bounded precision matrix (Q2443264) (← links)
• Estimation of the covariance matrix with two-step monotone missing data (Q2811403) (← links)
• A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size (Q2920046) (← links)
• Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051) (← links)
• Efficient cluster-based portfolio optimization (Q5082777) (← links)
• Stein–Haff identity for the exponential family (Q5218370) (← links)
• On the singular gamma, Wishart, and beta matrix‐variate density functions (Q6059415) (← links)
• Truncated Estimators for a Precision Matrix (Q6497053) (← links)