The following pages link to (Q3813073):
Displaying 29 items.
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- The stable processes on symmetric matrices (Q683439) (← links)
- General moments of the inverse real Wishart distribution and orthogonal Weingarten functions (Q715750) (← links)
- Moment for the inverse Riesz distributions (Q889017) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix (Q1283926) (← links)
- The complex Wishart distribution and the symmetric group (Q1394767) (← links)
- On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
- Quadratic and inverse regressions for Wishart distributions. (Q1807094) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
- Estimation of the parameters of a Wishart extension on symmetric matrices (Q2111953) (← links)
- On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory (Q2911668) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test (Q4563486) (← links)
- Moments of inverted scale mixtures (Q4843789) (← links)
- Shrinkage estimation of Kelly portfolios (Q5234293) (← links)
- The multiparameter t’distribution (Q5863922) (← links)
- MacMahon's master theorem, representation theory, and moments of Wishart distributions (Q5956780) (← links)
- Distribution of the product of a Wishart matrix and a normal vector (Q6040492) (← links)
- Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
- An extension of the non-central Wishart distribution with integer shape vector (Q6607097) (← links)
- An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations (Q6661266) (← links)
