Pages that link to "Item:Q282890"
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The following pages link to A note on covariance estimation in the unbiased estimator of risk framework (Q282890):
Displaying 7 items.
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (Q4857113) (← links)
- On Parameter Estimation for High Dimensional Errors-in-Variables Models (Q5141233) (← links)
- Unbiased risk estimation method for covariance estimation (Q5174353) (← links)
- A theoretical study of Stein's covariance estimator (Q5384400) (← links)