Pages that link to "Item:Q1810703"
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The following pages link to Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703):
Displaying 26 items.
- Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081) (← links)
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector (Q464376) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Stokes' theorem, Stein's identity and completeness (Q899671) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Improved estimation in a non-Gaussian parametric regression (Q1943992) (← links)
- Shrinkage estimation with a matrix loss function (Q1950903) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- On efficient prediction and predictive density estimation for normal and spherically symmetric models (Q2274926) (← links)
- Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility (Q2306270) (← links)
- Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions (Q2342936) (← links)
- Unbiased risk estimates for matrix estimation in the elliptical case (Q2359676) (← links)
- On the non existence of unbiased estimators of risk for spherically symmetric distributions (Q2453986) (← links)
- Estimation of a location parameter with restrictions or ``vague information'' for spherically symmetric distributions (Q2502128) (← links)
- Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix (Q3627404) (← links)
- Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue (Q4218673) (← links)
- New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss (Q5037789) (← links)
- Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss (Q6125765) (← links)
- Wavelet shrinkage estimation for mean matrix of matrix-variate elliptically contoured distributions (Q6537378) (← links)
- A high-dimensional classification rule using sample covariance matrix equipped with adjusted estimated eigenvalues (Q6541769) (← links)