Truncated Estimators for a Precision Matrix
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Cites work
- A unified approach to estimating a normal mean matrix in high and low dimensions
- An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
- Covariance matrix estimation under data-based loss
- Estimating the covariance matrix: A new approach
- Estimation of covariance matrices in fixed and mixed effects linear models
- Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
- Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
- scientific article; zbMATH DE number 4032826 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
- Shrinkage estimation for mean and covariance matrices
- Singular Wishart and multivariate beta distributions
- Unbiased risk estimates for matrix estimation in the elliptical case
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions
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