Pages that link to "Item:Q2950201"

The following pages link to Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201):

Displaying 15 items.

• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
• On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
• Weighted covariance matrix estimation (Q2002720) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• Infinite mixtures of infinite factor analysers (Q2226717) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686) (← links)
• Shrinking characteristics of precision matrix estimators (Q4561011) (← links)
• The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (Q5088000) (← links)
• (Q5216369) (← links)
• Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
• Bandwidth selection for large covariance and precision matrices (Q6671919) (← links)