Pages that link to "Item:Q1058791"
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The following pages link to An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population (Q1058791):
Displaying 35 items.
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Improved estimation of the covariance matrix under Stein's loss (Q1009700) (← links)
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
- Trimmed minimax estimator of a covariance matrix (Q1074983) (← links)
- Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\) (Q1186768) (← links)
- Generalized Bayes estimators of a normal discriminant function (Q1186781) (← links)
- Minimax estimators of a covariance matrix (Q1201125) (← links)
- Orthogonally invariant estimation of the skew-symmetric normal mean matrix (Q1335375) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
- Covariance matrix estimation under data-based loss (Q2244574) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393) (← links)
- A Surprising Covariance Involving the Minimum of Multivariate Normal Variables (Q4694171) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (Q4857113) (← links)
- Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
- Stein–Haff identity for the exponential family (Q5218370) (← links)
- Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)
- Truncated Estimators for a Precision Matrix (Q6497053) (← links)
