A pre-test like estimator dominating the least-squares method

Author:

Eldar Yonina C.,Chernoi Jacob Slava

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A Geometric Approach to Covariance Matrix Estimation and its Applications to Radar Problems;IEEE Transactions on Signal Processing;2018-02-15

2. Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability;Journal of Statistical Computation and Simulation;2014-07-15

3. Using self-location to calibrate the errors of observer positions for source localization;Journal of Systems Engineering and Electronics;2014-04

4. Shrinkage Algorithms for MMSE Covariance Estimation;IEEE Transactions on Signal Processing;2010-10

5. Shrinkage estimation of high dimensional covariance matrices;2009 IEEE International Conference on Acoustics, Speech and Signal Processing;2009-04

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