The following pages link to Yo Sheena (Q632752):
Displayed 28 items.
- Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions (Q632753) (← links)
- Item:Q632752 (redirect page) (← links)
- Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (Q707391) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778) (← links)
- New estimator for functions of the canonical correlation coefficients (Q1776854) (← links)
- Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution (Q1881007) (← links)
- Modified estimators of the contribution rates of population eigenvalues (Q1941447) (← links)
- Estimation of a continuous distribution on the real line by discretization methods (Q2312013) (← links)
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- New estimators of discriminant coefficients as the gradient of log-odds (Q2581126) (← links)
- Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues (Q3580845) (← links)
- On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (Q4454283) (← links)
- Estimation of the multivariate normal covariance matrix under some restrictions (Q4469997) (← links)
- ASYMPTOTIC EXPANSION OF RISK FOR A REGRESSION MODEL WITH RESPECT TO -DIVERGENCE WITH AN APPLICATION TO THE SAMPLE SIZE PROBLEM (Q4601681) (← links)
- (Q4653579) (← links)
- Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082) (← links)
- ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (Q4787568) (← links)
- UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (Q4857113) (← links)
- Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence (Q5154057) (← links)
- Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial (Q5314582) (← links)
- Convergence of estimative density: criterion for model complexity and sample size (Q6099117) (← links)
- Asymptotic expansion of the risk of maximum likelihood estimator with respect to $\alpha$-divergence as a measure of the difficulty of specifying a parametric model -- with detailed proof (Q6266851) (← links)
- Efficiency of maximum likelihood estimation for a multinomial distribution with known probability sums (Q6320431) (← links)
- MLE convergence speed to information projection of exponential family: Criterion for model dimension and sample size -- complete proof version-- (Q6368007) (← links)
- Criterion for the resemblance between the mother and the model distribution (Q6419800) (← links)