Pages that link to "Item:Q1805545"
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The following pages link to Estimation of a covariance matrix using the reference prior (Q1805545):
Displaying 50 items.
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- Overall objective priors (Q273584) (← 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)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models (Q291119) (← links)
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- A Bayesian analysis of normalized VAR models (Q392083) (← 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)
- Reference priors for linear models with general covariance structures (Q433785) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Intrinsic priors for model comparison in multivariate normal regression (Q692313) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
- The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior (Q887462) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- A weakly informative default prior distribution for logistic and other regression models (Q999667) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Bayesian emulation of complex multi-output and dynamic computer models (Q1044055) (← links)
- Reference priors in multiparameter nonregular cases (Q1367093) (← links)
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516) (← links)
- Enriched conjugate and reference priors for the Wishart family on symmetric cones (Q1431436) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- A Bayesian analysis of the multinomial probit model with fully identified parameters (Q1588308) (← links)
- Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation (Q1623470) (← links)
- A Bayesian algorithm for functional mapping of dynamic complex traits (Q1662468) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Invariance of the reference prior under reparametrization (Q1906308) (← links)
- Reference priors for exponential families with increasing dimension (Q1952080) (← links)
- Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior (Q1962695) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
