The following pages link to (Q3851426):
Displaying 18 items.
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Bayesian estimation of a covariance matrix with flexible prior specification (Q421411) (← links)
- Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
- A comment on a paper by H. Wu and M. W. Browne (Q888050) (← links)
- Random model discrepancy: interpretations and technicalities (A rejoinder) (Q888051) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models (Q1305267) (← links)
- Bayesian inference of a multivariate regression model (Q1667376) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Matrix-variate Lindley distributions and its applications (Q2077430) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Spatial prediction and temporal backcasting for environmental fields having monotone data patterns (Q4546731) (← links)
- Multivariate spatial interpolation and exposure to air pollutants (Q4698388) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- Model-based transductive learning of the kernel matrix (Q5898261) (← links)
- Model-based transductive learning of the kernel matrix (Q5920613) (← links)
