Search Results - subject:"precision matrix"

Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

Kubokawa, Tatsuya; Srivastava, Muni S. - In: Journal of Multivariate Analysis 99 (2008) 9, pp. 1906-1928

the precision matrix improving on the estimator based on the Moore-Penrose inverse of the Wishart matrix under the Efron …-Morris loss function and its variants. Ridge-type empirical Bayes estimators of the precision matrix are also given and their …

Persistent link: https://www.econbiz.de/10005153208

Estimation of the multivariate normal precision and covariance matrices in a star-shape model

Sun, Dongchu; Sun, Xiaoqian - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 455-484

Persistent link: https://www.econbiz.de/10005616411

Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss

Zhou, Xian; Sun, Xiaoqian; Wang, Jinglong - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 760-768

Persistent link: https://www.econbiz.de/10005616331