Pages that link to "Item:Q3078880"

The following pages link to Shrinkage Estimators for Covariance Matrices (Q3078880):

Displaying 50 items.

• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• A class of distribution-free models for longitudinal mediation analysis (Q487592) (← links)
• Computation of reference Bayesian inference for variance components in longitudinal studies (Q626239) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• A structural mixed model to shrink covariance matrices for time-course differential gene expression studies (Q961322) (← links)
• Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging (Q985028) (← links)
• Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
• An efficient discriminant-based solution for small sample size problem (Q1010095) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
• Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
• Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss (Q2061464) (← links)
• Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
• Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
• Principal regression for high dimensional covariance matrices (Q2233571) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method (Q2258633) (← links)
• Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model (Q2364008) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Positive definite matrix approximation with condition number constraint (Q2448171) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block (Q2805267) (← links)
• Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686) (← links)
• Regularized Sandwich Estimators for Analysis of High-Dimensional Data Using Generalized Estimating Equations (Q3008864) (← links)
• Fixed and Random Effects Selection in Mixed Effects Models (Q3013979) (← links)
• Dynamic Conditionally Linear Mixed Models for Longitudinal Data (Q3078930) (← links)
• Effect of Misspecifying the Disturbance Covariance Matrix on a Family of Shrinkage Estimators (Q3083761) (← links)
• Selection of the Regularization Parameter in Graphical Models Using Network Characteristics (Q3391115) (← links)
• Nonparametric Functional Mapping of Quantitative Trait Loci (Q3623737) (← links)