Pages that link to "Item:Q749111"
From MaRDI portal
The following pages link to Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111):
Displaying 25 items.
- Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
- Uniformly minimum variance unbiased estimation for symmetric normal distributions (Q750053) (← links)
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
- UMVU estimation of the ratio of powers of normal generalized variances under correlation (Q928848) (← links)
- Asymptotic variance estimation in multivariate distributions (Q1175675) (← links)
- Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919) (← links)
- On improved interval estimation for the generalized variance (Q1298706) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Improved estimation of the generalized precision under the entropy loss (Q1568248) (← links)
- Estimation of the entropy of a multivariate normal distribution (Q1765618) (← links)
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (Q1903158) (← links)
- On weakly equivariant estimators (Q2065297) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Covariance matrix estimation under data-based loss (Q2244574) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (Q2489777) (← links)
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353) (← links)
- Variance estimation for the normal distribution under log symmetric loss (Q2748553) (← links)
- (Q3497062) (← links)
- Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
- Improved Estimation of Generalized Variance and Precision (Q4763479) (← links)
- Analysis of the SNR Loss Distribution With Covariance Mismatched Training Samples (Q5103134) (← links)
- Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652) (← links)
- Nonparametric covariance estimation in multivariate distributions (Q5953776) (← links)