The following pages link to (Q3854463):
Displaying 27 items.
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- Improved estimation of the covariance matrix under Stein's loss (Q1009700) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Minimax estimators of a covariance matrix (Q1201125) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
- Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications (Q5201478) (← links)
- Stein–Haff identity for the exponential family (Q5218370) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
