On the maximum likelihood estimation of a covariance matrix
From MaRDI portal
(Redirected from Publication:722606)
Recommendations
- Estimation of a covariance matrix under Stein's loss
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- A new estimator of covariance matrix
- Improved estimation of the covariance matrix under Stein's loss
- A new estimator of covariance matrix via partial Iwasawa coordinates
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 41535 (Why is no real title available?)
- scientific article; zbMATH DE number 107671 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- A note on covariance estimation in the unbiased estimator of risk framework
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Eigenvalues and Condition Numbers of Random Matrices
- Estimation with quadratic loss.
- Invariance, Minimax Sequential Estimation, and Continuous Time Processes
- Nonlinear shrinkage estimation of large-dimensional covariance matrices
- Some Basic Hypergeometric Extensions of Integrals of Selberg and Andrews
- Spectral analysis of large dimensional random matrices
Cited in
(11)- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis
- A note on maximum likelihood estimation for covariance reducing models
- Maximum likelihood degree of the two-dimensional linear Gaussian covariance model
- Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
- scientific article; zbMATH DE number 910669 (Why is no real title available?)
- A new estimator of covariance matrix via partial Iwasawa coordinates
- Jensen's inequality connected with a double random good
- Estimation of a normal covariance matrix with incomplete data under Stein's loss
This page was built for publication: On the maximum likelihood estimation of a covariance matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q722606)
