Truncated Estimators for a Precision Matrix (Q6497053)

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scientific article; zbMATH DE number 7842720

Language	Label	Description	Also known as
English	Truncated Estimators for a Precision Matrix	scientific article; zbMATH DE number 7842720

Statements

scholarly article

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Truncated Estimators for a Precision Matrix (English)

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Anis M. Haddouche

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Dominique Fourdrinier

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Mathematical Methods of Statistics

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publication date

6 May 2024

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MaRDI profile type

MaRDI publication profile

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Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses

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Unbiased risk estimates for matrix estimation in the elliptical case

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Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

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Estimation of the inverse scatter matrix of an elliptically symmetric distribution

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Covariance matrix estimation under data-based loss

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Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions

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Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity

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Estimating the covariance matrix: A new approach

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Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

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Estimation of covariance matrices in fixed and mixed effects linear models

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Singular Wishart and multivariate beta distributions

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Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean

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An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population

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A unified approach to estimating a normal mean matrix in high and low dimensions

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Unified improvements in estimation of a normal covariance matrix in high and low dimensions

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Shrinkage estimation for mean and covariance matrices

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.3103/S1066530724700029

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Sitelinks

Mathematics(1 entry)

mardi Publication:6497053

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