The following pages link to (Q3776390):
Displaying 7 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution (Q1283925) (← links)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
- Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)
