Pages that link to "Item:Q1076455"

The following pages link to Lectures on the theory of estimation of many parameters (Q1076455):

Displaying 33 items.

• Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
• Numerical implementation of the QuEST function (Q1658388) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• Weighted covariance matrix estimation (Q2002720) (← links)
• On Charles Stein's contributions to (in)admissibility (Q2054464) (← 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)
• Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← 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)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
• Statistical paleoclimate reconstructions via Markov random fields (Q2349575) (← links)
• Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← 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)
• (Q4439642) (← links)
• Geodesically Parameterized Covariance Estimation (Q4986827) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• On Parameter Estimation for High Dimensional Errors-in-Variables Models (Q5141233) (← links)
• A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
• A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• Comment: Ridge Regression and Regularization of Large Matrices (Q6636563) (← links)