The following pages link to (Q5286556):
Displaying 9 items.
- 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)
- Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- (Q5011447) (← links)
- Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)
