ESTIMATION OF VARIANCE AND COVARIANCE COMPONENTS IN ELLIPTICALLY CONTOURED DISTRIBUTIONS
スポンサーリンク
概要
著者
関連論文
- AN EMPIRICAL BAYES INFORMATION CRITERION FOR SELECTING VARIABLES IN LINEAR MIXED MODELS
- AKAIKE INFORMATION CRITERION FOR SELECTING COMPONENTS OF THE MEAN VECTOR IN HIGH DIMENSIONAL DATA WITH FEWER OBSERVATIONS
- COMPARISON OF DISCRIMINATION METHODS FOR HIGH DIMENSIONAL DATA
- PREDICTION IN MULTIVARIATE MIXED LINEAR MODELS
- ESTIMATION OF BOUNDED LOCATION AND SCALE PARAMETERS
- MINIMAXITY IN ESTIMATION OF RESTRICTED PARAMETERS
- ESTIMATION OF VARIANCE AND COVARIANCE COMPONENTS IN ELLIPTICALLY CONTOURED DISTRIBUTIONS
- CHARACTERIZATION OF PRIORS IN THE STEIN PROBLEM
- INTEGRAL INEQUALITY FOR MINIMAXITY IN THE STEIN PROBLEM
- Estimation of EPMC for High-dimensional Data(Session 3b)