Pages that link to "Item:Q1068488"
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The following pages link to Estimation of a covariance matrix under Stein's loss (Q1068488):
Displaying 50 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Bayesian estimation of a covariance matrix with flexible prior specification (Q421411) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Improved ANOVAE of the covariance matrix in general linear mixed models (Q545463) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (Q707391) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← links)
- On estimation of discriminant coefficients (Q753349) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Improved estimation of the covariance matrix under Stein's loss (Q1009700) (← links)
- An identity for multivariate elliptically contoured matrix distribution (Q1021772) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Trimmed minimax estimator of a covariance matrix (Q1074983) (← links)
- Improved estimation of a multinormal precision matrix (Q1093286) (← links)
- Simultaneous estimation of eigenvalues (Q1118936) (← links)
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778) (← links)
- Minimax estimators of a covariance matrix (Q1201125) (← links)
- Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
- Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss (Q1362838) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
- Estimation of a non-centrality parameter under Stein-type-like losses (Q1567510) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- Covariance structure regularization via entropy loss function (Q1623420) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Allelic frequency estimation in presence of uncertain priors (Q1712881) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Improved estimation of a patterned covariance matrix (Q1822867) (← links)
- Covariance pooling and stabilization for classification (Q1896051) (← links)
- Some modifications of improved estimators of a normal variance (Q1901676) (← links)
- Estimation of scale matrix of elliptically contoured matrix distributions (Q1903176) (← links)
- Estimation of scatter matrix based on i.i.d. sample from elliptical distributions (Q1913905) (← links)
