The following pages link to (Q3773089):
Displayed 33 items.
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← 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)
- UMVU estimation of the ratio of powers of normal generalized variances under correlation (Q928848) (← links)
- Improved estimation of a covariance matrix under quadratic loss (Q1117642) (← links)
- Entropy loss and risk of improved estimators for the generalized variance and precision (Q1118291) (← links)
- A note on the trace of a normal dispersion matrix (Q1195582) (← links)
- On improving the shortest length confidence interval for the generalized variance. (Q1263182) (← links)
- Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919) (← links)
- On improved interval estimation for the generalized variance (Q1298706) (← links)
- On estimating the current intensity of failure for the power-law process (Q1298993) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- Improved estimation of the generalized precision under the entropy loss (Q1568248) (← links)
- Estimation of the entropy of a multivariate normal distribution (Q1765618) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (Q1903158) (← links)
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Estimation of the Cholesky decomposition in a conditional independent normal model with missing data (Q2453867) (← links)
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820) (← links)
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (Q2489777) (← links)
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353) (← links)
- Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model (Q2573984) (← links)
- Estimating powers of the generalized variance under the pitman closeness criterion (Q3034692) (← links)
- Equivariant estimators of the covariance matrix (Q3481089) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
- Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)