Estimating the covariance matrix and the generalized variance under a symmetric loss
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Cites work
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- An identity for the Wishart distribution with applications
- An improved estimator of the generalized variance
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Cited in
(27)- Improved Estimation of Generalized Variance and Precision
- Stein estimation -- a review
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- Improving on the best affine equivariant estimator of the ratio of generalized variances
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
- Improved estimation of the generalized precision under the entropy loss
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
- Asymptotic variance estimation in multivariate distributions
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- Estimation of the multivariate normal precision and covariance matrices in a star-shape model
- Covariance matrix estimation under data-based loss
- Uniformly minimum variance unbiased estimation for symmetric normal distributions
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- Estimation of the entropy of a multivariate normal distribution
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- scientific article; zbMATH DE number 4145157 (Why is no real title available?)
- On improved interval estimation for the generalized variance
- On weakly equivariant estimators
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- Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
- UMVU estimation of the ratio of powers of normal generalized variances under correlation
- Optimal shrinkage of eigenvalues in the spiked covariance model
- Shrinkage estimation of large covariance matrices: keep it simple, statistician?
- Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”
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