Pages that link to "Item:Q406528"
From MaRDI portal
The following pages link to Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528):
Displaying 14 items.
- Updating of the Gaussian graphical model through targeted penalized estimation (Q108069) (← links)
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- (Q2990513) (← links)
- Is future climate predictable with statistics? (Q4606430) (← links)
- High-dimensional realized covariance estimation: a parametric approach (Q5051983) (← links)
- High‐dimensional covariance matrix estimation using a low‐rank and diagonal decomposition (Q5094335) (← links)
- High dimensional semiparametric estimate of latent covariance matrix for matrix-variate (Q5226649) (← links)
- Ridge estimation of covariance matrix from data in two classes. (Q6584362) (← links)
- Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey (Q6626133) (← links)
