Pages that link to "Item:Q1400141"

The following pages link to Estimating the covariance matrix: A new approach (Q1400141):

Displaying 26 items.

• A new estimator of covariance matrix (Q645623) (← links)
• Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
• Best approximation of the identity mapping: The case of variable finite memory (Q860691) (← links)
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
• Optimal multilinear estimation of a random vector under constraints of causality and limited memory (Q1020890) (← links)
• Trimmed minimax estimator of a covariance matrix (Q1074983) (← links)
• The role of the covariance matrix in the least-squares estimation for a common mean (Q1369301) (← links)
• A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
• Covariance matrix estimation in the presence of auxiliary information (Q1895527) (← links)
• A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart (Q2279883) (← links)
• Estimation of deviation for random covariance matrices (Q2335874) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
• Eigen structure of a new class of covariance and inverse covariance matrices (Q2405151) (← links)
• Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820) (← links)
• A modified Newton method for constrained estimation in covariance structure analysis (Q2563642) (← links)
• Shrinkage confidence procedures (Q2634654) (← links)
• A new covariance estimator in random coefficient regression model (Q2736897) (← links)
• On the estimation for product of covariance matrices and its trace (Q3386266) (← links)
• Equivariant estimators of the covariance matrix (Q3481089) (← links)
• A New Chart for Monitoring the Covariance Matrix of Bivariate Processes (Q3527773) (← links)
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123) (← links)
• (Q4885818) (← links)
• Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652) (← links)
• Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory (Q5485908) (← links)
• Truncated Estimators for a Precision Matrix (Q6497053) (← links)