Nonparametric covariance estimation in multivariate distributions
From MaRDI portal
Publication:5953776
Recommendations
Cited in
(17)- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
- Non-parametric estimation of residual moments and covariance
- Third and fourth moment matrices of vec X' in multivariate analysis
- On the maximum-entropy approach to undersized samples
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- scientific article; zbMATH DE number 4145157 (Why is no real title available?)
- Some estimators of covariance matrix in multivariate nonparametric regression and their applications
- A calibration method for non-positive definite covariance matrix in multivariate data analysis
- A Modified Nonparametric Prewhitened Covariance Estimator
- Explicit estimators under m-dependence for a multivariate normal distribution
- Nonparametric analysis of covariance.
- Estimates of covariance coefficient of random variables with unknown mathematical expectations
- Non-parametric confidence intervals for covariance and correlation
- Nonparametric covariance model
- Multivariate distributions with correlation matrices for nonlinear repeated measurements
- A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)
- Estimation in multivariate nonnormal distributions with stochastic variance function
This page was built for publication: Nonparametric covariance estimation in multivariate distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953776)
