36 citations · 212 across the 30 of their papers we have counts for
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math.ST2013★ 4 cited
AIC, Cp and estimators of loss for elliptically symmetric distributions
Aurélie Boisbunon, Stephane Canu, Dominique Fourdrinier +2
In this article, we develop a modern perspective on Akaike's Information Criterion and Mallows' Cp for model selection. Despite the diff erences in their respective motivation, the…
math.ST2013★ 26 cited
Improved multivariate normal mean estimation with unknown covariance when p is greater than n
Didier Chételat, Martin T. Wells
We consider the problem of estimating the mean vector of a p-variate normal distribution under invariant quadratic loss, , when the covariance is unknown…