Pages that link to "Item:Q953851"
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The following pages link to Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851):
Displayed 9 items.
- A model selection criterion for discriminant analysis of high-dimensional data with fewer observations (Q451193) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
- Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
- Bayesian estimation of a bounded precision matrix (Q2443264) (← links)
- A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size (Q2920046) (← links)
- Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051) (← links)