Results 251 to 260 of about 9,759 (265)

Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings

Computational Statistics and Data Analysis, 2015
Anestis Touloumis
exaly  

New Faraday Rotation Estimators Based on Polarimetric Covariance Matrix

IEEE Geoscience and Remote Sensing Letters, 2014
Zhen Dong
exaly  

Distributed Sparse Covariance Matrix Estimation

2024 IEEE 13rd Sensor Array and Multichannel Signal Processing Workshop (SAM)
Wenfu Xia, Ziping Zhao 0002, Ying Sun
openaire   +1 more source

A study on the performance of covariance matrix estimators

Marine Geodesy, 1993
Stelios P Mertikas
exaly  

Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions

Computational Statistics and Data Analysis, 2016
Tatsuya Kubokawa, Muni S Srivastava
exaly  

Unbiased estimators of two second-order moments of the covariance matrix

2023
exaly  

An overview of large‐dimensional covariance and precision matrix estimators with applications in chemometrics

Journal of Chemometrics, 2017
Jasper Engel, Lutgarde M C Buydens, Lionel Blanchet   +2 more
exaly  

High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators

Journal of Statistical Computation and Simulation, 2019
Young-Geun Choi, Johan Lim
exaly  

Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators

Journal of Statistical Computation and Simulation, 2005
FRANCISCO Cribari-Neto, Silvia L P Ferrari   +1 more
exaly  

Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models

Spatial Economic Analysis, 2019
Suleyman TAŞPINAR, Osman Dogan, Anil K Bera   +2 more
exaly