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Results: 2
The middle-scale asymptotics of Wishart matrices
Authors: Didier Chételat Martin T. Wells
Citation: Didier Chételat et Martin T. Wells, The middle-scale asymptotics of Wishart matrices, Annals of statistics , 47(5), 2019, pp. 2639-2670
IMPROVED MULTIVARIATE NORMAL MEAN ESTIMATION WITH UNKNOWN COVARIANCE WHEN p IS GREATER THAN n
Authors: Didier Chételat Martin T. Wells
Citation: Didier Chételat et Martin T. Wells, IMPROVED MULTIVARIATE NORMAL MEAN ESTIMATION WITH UNKNOWN COVARIANCE WHEN p IS GREATER THAN n, Annals of statistics , 40(6), 2012, pp. 3137-3160
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