Pages that link to "Item:Q3481089"

The following pages link to Equivariant estimators of the covariance matrix (Q3481089):

Displaying 21 items.

• Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
• Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models (Q855244) (← links)
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
• Covariance matrices of self-affine measures (Q1012099) (← links)
• Best equivariant estimators of a Cholesky decomposition (Q1094042) (← links)
• Estimating covariance matrices (Q1175405) (← links)
• Best equivariant estimation in curved covariance models (Q1190555) (← links)
• A unified approach to improving equivariant estimators (Q1327842) (← links)
• Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
• Estimating the covariance matrix: A new approach (Q1400141) (← links)
• Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
• Matrix equivalence classes with applications (Q1881073) (← links)
• Some equalities and inequalities for covariance matrices of estimators under linear model (Q2359168) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• (Q3476134) (← links)
• On the best equivariant estimator of covariance matrix of a multivariate normal population (Q4269945) (← links)
• (Q4711001) (← links)
• Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652) (← links)
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)