Pages that link to "Item:Q1201125"

The following pages link to Minimax estimators of a covariance matrix (Q1201125):

Displaying 26 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)
• Asymptotic risk comparison of improved estimators for normal covariance matrix (Q788430) (← links)
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
• A minimal characterization of the covariance matrix (Q1099540) (← links)
• Estimating covariance matrices (Q1175405) (← links)
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778) (← links)
• Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
• On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
• Estimating the covariance matrix: A new approach (Q1400141) (← links)
• Perturbation-based classifier (Q2156615) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
• Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393) (← links)
• Polynomial estimation of eigenvalues (Q4240715) (← links)
• Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
• A Surprising Covariance Involving the Minimum of Multivariate Normal Variables (Q4694171) (← links)
• IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES (Q4787574) (← 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)
• Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)