scientific article; zbMATH DE number 3673373

Cited in

(23)

Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
Simultaneous estimation of eigenvalues
A note on the trace of a normal dispersion matrix
A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
Stepwise BAN estimators for exponential families with multivariate normal applications
A characterization of matrix groups that act transitively on the cone of positive definite matrices
On a conjecture of Krishnamoorthy and Gupta
Improved estimation of a patterned covariance matrix
Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
Charles Stein and invariance: beginning with the Hunt-Stein theorem
On weakly equivariant estimators
On weak structural sufficiency
Hypothesis testing on linear structures of high-dimensional covariance matrix
Improved minimax estimation of the bivariate normal precision matrix under the squared loss
Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
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 multivariate normal covariance and precision matrices in a star-shape model with missing data
Assessing a vector of clinical observations
Linear discriminant analysis with a generalization of the Moore-Penrose pseudoinverse
Improved minimax estimation of a normal precision matrix
Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
Estimating the covariance matrix and the generalized variance under a symmetric loss

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