Pages that link to "Item:Q1623798"

The following pages link to Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798):

Displaying 15 items.

• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (Q1679123) (← links)
• A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces (Q1755120) (← links)
• Weighted covariance matrix estimation (Q2002720) (← links)
• An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge (Q2027172) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator (Q2222066) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• (Q5011447) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• Linear shrinkage estimation of high-dimensional means (Q6169356) (← links)