Pages that link to "Item:Q276961"
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The following pages link to Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961):
Displaying 12 items.
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Covariance matrix estimation under data-based loss (Q2244574) (← links)
- Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample (Q2272485) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
- The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
