Pages that link to "Item:Q645623"

The following pages link to A new estimator of covariance matrix (Q645623):

Displaying 17 items.

• 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)
• Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
• On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
• Further results on estimation of covariance matrix (Q893900) (← links)
• A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
• The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• Eigen structure of a new class of covariance and inverse covariance matrices (Q2405151) (← links)
• A new covariance estimator in random coefficient regression model (Q2736897) (← links)
• (Q3834173) (← links)
• (Q4895164) (← links)
• The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
• A theoretical study of Stein's covariance estimator (Q5384400) (← links)
• Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)