Pages that link to "Item:Q5384400"
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The following pages link to A theoretical study of Stein's covariance estimator (Q5384400):
Displaying 10 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)
- An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds (Q453284) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- First-order covariance inequalities via Stein's method (Q2174992) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
