Pages that link to "Item:Q1068488"

The following pages link to Estimation of a covariance matrix under Stein's loss (Q1068488):

Displaying 50 items.

• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• Improved estimation of a patterned covariance matrix (Q1822867) (← links)
• Covariance pooling and stabilization for classification (Q1896051) (← links)
• Some modifications of improved estimators of a normal variance (Q1901676) (← links)
• Estimation of scale matrix of elliptically contoured matrix distributions (Q1903176) (← links)
• Estimation of scatter matrix based on i.i.d. sample from elliptical distributions (Q1913905) (← links)
• Estimation of scale parameter under entropy loss function (Q1918222) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
• A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• First-order covariance inequalities via Stein's method (Q2174992) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Block matrix approximation via entropy loss function. (Q2216240) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
• A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
• Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• Optimal rules and robust Bayes estimation of a gamma scale parameter (Q2392729) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Positive definite matrix approximation with condition number constraint (Q2448171) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
• Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← 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)
• On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
• On improved loss estimation for shrinkage estimators (Q2634655) (← links)
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Linear discriminant analysis with a generalization of the Moore-Penrose pseudoinverse (Q2872880) (← links)
• Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
• Compromise between generalized bayes and bayes estimators of poisson means under entropy loss (Q3135277) (← links)
• Estimation of normal covariance and precision matrices with incomplete data (Q3212140) (← links)
• A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function (Q3350531) (← links)
• On estimation of the scale matrix of the multivariate f distribution (Q3473080) (← links)
• (Q3497062) (← links)
• General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
• Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
• A Note on Sample Size Determination for the Estimation of the Mean Vector of a Multivariate Population (Q3593579) (← links)
• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion (Q3766659) (← links)
• Estimation of the MSE matrix of the stein estimator (Q3795071) (← links)
• Multiparameter estimation in truncated power series distributions under the stein's loss (Q3978039) (← links)
• Estimation of eigenvalues of the scale matrix of the multivariate f distribution (Q4202705) (← links)
• Polynomial estimation of eigenvalues (Q4240715) (← links)
• Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays (Q4449145) (← links)