Pages that link to "Item:Q1068488"

The following pages link to Estimation of a covariance matrix under Stein's loss (Q1068488):

Displaying 18 items.

• A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Bayesian estimation of a covariance matrix with flexible prior specification (Q421411) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Improved ANOVAE of the covariance matrix in general linear mixed models (Q545463) (← links)
• Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
• A new estimator of covariance matrix (Q645623) (← links)
• Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (Q707391) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
• Stein–Haff identity for the exponential family (Q5218370) (← links)
• Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics (Q6067575) (← links)