Estimation of a covariance matrix under Stein's loss
From MaRDI portal
(Redirected from Publication:1068488)
Recommendations
Cited in
(only showing first 100 items - show all)- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- Minimax covariance estimation using commutator subgroup of lower triangular matrices
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
- On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
- Estimation of scale parameter under entropy loss function
- Discrepancy between structured matrices in the power analysis of a separability test
- Multivariate elliptically contoured autoregressive process
- Covariance estimation: the GLM and regularization perspectives
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes
- Block matrix approximation via entropy loss function.
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX
- Improving the Estimation of Eigenvectors Under Quadratic Loss
- Estimation, prediction and the Stein phenomenon under divergence loss
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
- Sparse permutation invariant covariance estimation
- Bayesian estimation of a covariance matrix with flexible prior specification
- Estimation of a high-dimensional covariance matrix with the Stein loss
- Estimation of a multivariate normal covariance matrix under a certain structure
- Improved ANOVAE of the covariance matrix in general linear mixed models
- Statistical eigen-inference from large Wishart matrices
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors
- Estimation of eigenvalues of the scale matrix of the multivariate f distribution
- Reducing subspace models for large‐scale covariance regression
- Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion
- A note on covariance estimation in the unbiased estimator of risk framework
- A review of the results on the Stein approach for estimators improvement
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
- Covariance pooling and stabilization for classification
- On estimation of discriminant coefficients
- Estimating the covariance matrix and the generalized variance under a symmetric loss
- The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
- A theoretical study of Stein's covariance estimator
- Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics
- Some modifications of improved estimators of a normal variance
- On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
- Improved estimation of a multinormal precision matrix
- On a conjecture of Krishnamoorthy and Gupta
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
- Estimation of a multivariate normal covariance matrix with staircase pattern data
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
- scientific article; zbMATH DE number 7007504 (Why is no real title available?)
- Minimax estimators of a covariance matrix
- Improved estimation of the covariance matrix under Stein's loss
- Estimation of the scale matrix of a multivariate t-model under entropy loss
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
- Improved nonnegative estimation of multivariate components of variance
- Random matrix theory in statistics: a review
- scientific article; zbMATH DE number 4169892 (Why is no real title available?)
- Empirical Bayesian estimation of normal variances and covariances
- Modifying estimators of ordered positive parameters under the Stein loss
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
- Linear discriminant analysis with a generalization of the Moore-Penrose pseudoinverse
- Improved estimation of a covariance matrix under quadratic loss
- On the maximum likelihood estimation of a covariance matrix
- Estimation of a covariance matrix in multivariate skew-normal distribution
- scientific article; zbMATH DE number 4180571 (Why is no real title available?)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
- Estimation of Wishart mean matrices under simple tree ordering
- An identity for multivariate elliptically contoured matrix distribution
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
- A new estimator of covariance matrix
- Covariance structure regularization via entropy loss function
- scientific article; zbMATH DE number 4145157 (Why is no real title available?)
- Estimation of a non-centrality parameter under Stein-type-like losses
- Further results on estimation of covariance matrix
- A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function
- The role of the isotonizing algorithm in Stein's covariance matrix estimator
- A regularized profile likelihood approach to covariance matrix estimation
- A unified approach for covariance matrix estimation under Stein loss
- scientific article; zbMATH DE number 3923889 (Why is no real title available?)
- Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions
- Trimmed minimax estimator of a covariance matrix
- Positive definite matrix approximation with condition number constraint
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
- On improved estimation of normal precision matrix and discriminant coefficients
- Linear. empirical bayes estimation in the case of the wishart distribution
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view
- Compromise between generalized bayes and bayes estimators of poisson means under entropy loss
- Matrix means and a novel high-dimensional shrinkage phenomenon
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss
- Recent advances in shrinkage-based high-dimensional inference
- A Note on Sample Size Determination for the Estimation of the Mean Vector of a Multivariate Population
- PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
- A well-conditioned estimator for large-dimensional covariance matrices
- Simultaneous estimation of eigenvalues
- A large covariance matrix estimator under intermediate spikiness regimes
- Stable estimators of inverse covariance matrices
- On the application of Gaussian graphical models to paired data problems
- Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
- Stein-Haff identity for the exponential family
- Estimation of the MSE matrix of the stein estimator
This page was built for publication: Estimation of a covariance matrix under Stein's loss
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1068488)
