The following pages link to Estimating covariance matrices (Q1175405):
Displaying 46 items.
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Asymptotic risk comparison of improved estimators for normal covariance matrix (Q788430) (← links)
- Estimation of means of multivariate normal populations with order restriction (Q847415) (← links)
- Covariance matrices of self-affine measures (Q1012099) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Sample size determination in estimating a covariance matrix (Q1105949) (← links)
- Simultaneous estimation of eigenvalues (Q1118936) (← links)
- Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\) (Q1186768) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- The role of the covariance matrix in the least-squares estimation for a common mean (Q1369301) (← links)
- Improved estimation of parameter matrices in one-sample and two-sample problems (Q1603015) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Estimation of deviation for random covariance matrices (Q2335874) (← links)
- Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Generalized inferences on the common mean vector of several multivariate normal populations (Q2455710) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
- Inferring the eigenvalues of covariance matrices from limited, noisy data (Q2734357) (← links)
- On , where (Q2979054) (← links)
- The Matrix-Logarithmic Covariance Model (Q3128661) (← links)
- Comparison of Five Tests for the Common Mean of Several Multivariate Normal Populations (Q3155613) (← links)
- On the estimation for product of covariance matrices and its trace (Q3386266) (← links)
- (Q3392559) (← links)
- Simultaneous procedures for covariance matrices (Q3473234) (← links)
- Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
- Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957) (← links)
- PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123) (← links)
- (Q4711001) (← links)
- (Q4885818) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications (Q5201478) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)
- Inverting covariance matrices (Q5440420) (← links)
- Fitting covariance matrix models to simulations (Q5878851) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
- Distribution approximation of covariance matrix eigenvalues (Q6082995) (← links)
