Pages that link to "Item:Q5953776"
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The following pages link to Nonparametric covariance estimation in multivariate distributions (Q5953776):
Displaying 14 items.
- Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
- Some estimators of covariance matrix in multivariate nonparametric regression and their applications (Q750046) (← links)
- On the maximum-entropy approach to undersized samples (Q793466) (← links)
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Multivariate distributions with correlation matrices for nonlinear repeated measurements (Q959199) (← links)
- A note on the unbiased estimator of \(\mathbf{\Sigma}^2\) (Q1687204) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- Third and fourth moment matrices of vec \(X'\) in multivariate analysis (Q1855358) (← links)
- Estimation in multivariate nonnormal distributions with stochastic variance function (Q2252743) (← links)
- A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Estimates of covariance coefficient of random variables with unknown mathematical expectations (Q2760510) (← links)
- A Modified Nonparametric Prewhitened Covariance Estimator (Q3411054) (← links)
- Non-parametric estimation of residual moments and covariance (Q5505110) (← links)
