Pages that link to "Item:Q1186778"

The following pages link to Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778):

Displaying 31 items.

• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
• An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
• Improved estimation of the covariance matrix under Stein's loss (Q1009700) (← links)
• Minimax estimators of a covariance matrix (Q1201125) (← links)
• Inadmissibility of the Stein-rule estimator under the balanced loss function (Q1305684) (← links)
• Orthogonally invariant estimation of the skew-symmetric normal mean matrix (Q1335375) (← links)
• On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
• Estimating the covariance matrix: A new approach (Q1400141) (← links)
• Improved nonnegative estimation of multivariate components of variance (Q1583898) (← 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)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← 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)
• 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)
• (Q3773089) (← links)
• Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393) (← links)
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123) (← 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)
• The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
• Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial (Q5314582) (← 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)