Pages that link to "Item:Q1921377"

The following pages link to Statistical analysis of observations of increasing dimension. Transl. from the Russian (Q1921377):

Displaying 20 items.

• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Numerical simulation for functions of sample covariance matrices (Q354867) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• A theoretical analysis of the peaking phenomenon in classification (Q779050) (← links)
• Spectra of infinite-dimensional sample covariance matrices (Q1047051) (← links)
• Normal model for distribution-free multivariate analysis (Q1573263) (← links)
• Multiparameter methods are the new field in statistics (Q1708342) (← links)
• A new method for bounding rates of convergence of empirical spectral distributions (Q1770906) (← links)
• Unimprovable solution to systems of empirical linear algebraic equations (Q1871305) (← links)
• Efficient estimation of smooth functionals in Gaussian shift models (Q2041800) (← links)
• Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency (Q2054520) (← links)
• Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
• Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
• On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix (Q2854103) (← links)
• Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
• (Q4686275) (← links)
• Feature Informativeness in High-Dimensional Discriminant Analysis (Q4797748) (← links)
• Three estimators of the Mahalanobis distance in high-dimensional data (Q5127132) (← links)
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
• The generalized canonical equations \(K_1, K_7, K_{16}, K_{27}\). The REFORM method, the invariance principal method, the matrix expansion method and \(G\)-transform. The main stochastic canonical equations \(K_{100},\ldots,K_{106}\) and the estimators \( (Q6123180) (← links)