Pages that link to "Item:Q1068488"

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

Displaying 27 items.

• On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (Q4454283) (← links)
• Linear. empirical bayes estimation in the case of the wishart distribution (Q4541746) (← links)
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123) (← links)
• (Q4615519) (← links)
• Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082) (← links)
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
• UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (Q4857113) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
• Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
• The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
• Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
• Stein–Haff identity for the exponential family (Q5218370) (← links)
• On Inverted Matrix Variate Gamma Distribution (Q5299058) (← links)
• A theoretical study of Stein's covariance estimator (Q5384400) (← links)
• Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652) (← links)
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)
• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence (Q5949980) (← links)
• Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
• Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics (Q6067575) (← links)
• Posterior propriety of an objective prior in a 4-level normal hierarchical model (Q6534860) (← links)
• Nonasymptotic support recovery for high-dimensional sparse covariance matrices (Q6541707) (← links)
• A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)
• Discrepancy between structured matrices in the power analysis of a separability test (Q6554260) (← links)
• On the application of Gaussian graphical models to paired data problems (Q6657818) (← links)