Pages that link to "Item:Q1178937"

The following pages link to The variational form of certain Bayes estimators (Q1178937):

Displaying 50 items.

• Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← 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)
• Variational Bayes for regime-switching log-normal models (Q296292) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
• Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
• Repeat sampling of extreme observations: regression to the mean revisited (Q626296) (← links)
• An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
• Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
• Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
• An identity for multivariate elliptically contoured matrix distribution (Q1021772) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\) (Q1186768) (← links)
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778) (← links)
• Minimax estimators of a covariance matrix (Q1201125) (← links)
• On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
• Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• The Stein effect for Fréchet means (Q2112836) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
• Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Positive definite matrix approximation with condition number constraint (Q2448171) (← links)
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
• Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
• Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
• Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393) (← links)
• Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
• Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957) (← links)
• Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082) (← links)
• Lower bounds on Bayes risks for estimating a normal variance: With applications (Q4859243) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
• Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
• A modified combined<i>p</i>-value multiple test (Q5220882) (← links)
• Nonparametric regression to the mean (Q5460799) (← links)
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)