Estimation of a covariance matrix under Stein's loss
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- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework
- Estimation of normal covariance and precision matrices with incomplete data
- Estimation of scale matrix of elliptically contoured matrix distributions
- Multiparameter estimation in truncated power series distributions under the stein's loss
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- Posterior propriety of an objective prior in a 4-level normal hierarchical model
- scientific article; zbMATH DE number 3874403 (Why is no real title available?)
- Polynomial estimation of eigenvalues
- Covariance regularization by thresholding
- Estimation of a normal covariance matrix with incomplete data under Stein's loss
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Bootstrap -- an exploration
- Estimating the covariance matrix: A new approach
- Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”
- Stable estimation of a covariance matrix guided by nuclear norm penalties
- A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues
- Nonasymptotic support recovery for high-dimensional sparse covariance matrices
- A Cholesky-based estimation for large-dimensional covariance matrices
- Allelic frequency estimation in presence of uncertain priors
- Improving on the sample covariance matrix for a complex elliptically contoured distribution
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- Minimax covariance estimation using commutator subgroup of lower triangular matrices
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- 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
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- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
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- 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
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