Pages that link to "Item:Q741819"
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The following pages link to Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819):
Displayed 12 items.
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869) (← links)
- Prediction and calibration for multiple correlated variables (Q2274948) (← links)
- A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- Erratum to: ``Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)'' (Q6192333) (← links)