Pages that link to "Item:Q1970481"

The following pages link to Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481):

Displaying 29 items.

• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081) (← links)
• Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
• An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
• An identity for multivariate elliptically contoured matrix distribution (Q1021772) (← links)
• Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
• The sample covariance is not efficient for elliptical distributions (Q1599245) (← links)
• On completeness of the general linear model with spherically symmetric errors (Q1731217) (← links)
• Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
• The Stein effect for Fréchet means (Q2112836) (← links)
• Intrinsic covariance matrix estimation for multivariate elliptical distributions (Q2173369) (← links)
• Covariance matrix estimation under data-based loss (Q2244574) (← links)
• Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions (Q2342936) (← links)
• On the non existence of unbiased estimators of risk for spherically symmetric distributions (Q2453986) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
• On improved loss estimation for shrinkage estimators (Q2634655) (← links)
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
• Estimation of variance and covariance components in elliptically contoured distributions (Q2767518) (← links)
• Robust estimators for nondecomposable elliptical graphical models (Q2934766) (← links)
• Improved robust performance bounds in covariance majorant analysis (Q3035222) (← links)
• Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue (Q4218673) (← links)
• Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure (Q4579499) (← links)
• Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions (Q4622044) (← links)
• Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
• Stein–Haff identity for the exponential family (Q5218370) (← links)
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)