Pages that link to "Item:Q3481089"

The following pages link to Equivariant estimators of the covariance matrix (Q3481089):

Displaying 9 items.

• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
• Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
• Estimating the covariance matrix: A new approach (Q1400141) (← links)
• Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652) (← links)
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)