Pages that link to "Item:Q1223895"
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The following pages link to Multivariate empirical Bayes and estimation of covariance matrices (Q1223895):
Displaying 50 items.
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- Regularization in discriminant analysis: an overview (Q673293) (← links)
- An empirical Bayes procedure for the selection of Gaussian graphical models (Q693346) (← links)
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
- Estimation of the precision matrix of multivariate Pearson type II model (Q745457) (← links)
- On estimation of discriminant coefficients (Q753349) (← links)
- Empirical Bayes minimax estimators of matrix normal means (Q803683) (← links)
- Bayesian estimation of the precision matrix with monotone missing data (Q831324) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- Estimation of the location parameter under LINEX loss function: Multivariate case (Q976957) (← links)
- Estimation of the precision matrix of multivariate Kotz type model (Q1002355) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Trimmed minimax estimator of a covariance matrix (Q1074983) (← links)
- A note on some Wishart expectations (Q1082750) (← links)
- An identity for the Wishart distribution with applications (Q1134473) (← links)
- A sequence of improvements over the James-Stein estimator (Q1201136) (← links)
- Minimax estimators for a multinormal precision matrix (Q1255738) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- Improving parameter tests in covariance structure analysis (Q1389396) (← links)
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation. (Q1567319) (← links)
- Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
- Empirical Bayes estimation of several population means and variances under random sampling variances model (Q1600690) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- Minimax estimators in the normal MANOVA model (Q1824965) (← links)
- Covariance pooling and stabilization for classification (Q1896051) (← links)
- Shrinkage estimation with a matrix loss function (Q1950903) (← links)
- Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Matrix completion methods for the total electron content video reconstruction (Q2170384) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay-Herriot model (Q2195517) (← links)
- A note on linearly constrained Bayes estimator in elliptical models (Q2196056) (← links)
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
- On the market price of risk (Q2230759) (← links)
- Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869) (← links)
- Covariance matrix estimation under data-based loss (Q2244574) (← links)
- Multivariate limited translation empirical Bayes estimators (Q2266903) (← links)
- A paradoxical argument about domination (Q2297102) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
