Concepedia

Covariance Matrix Estimation

Covariance Matrix Estimation is a statistical method in multivariate analysis that involves the systematic determination of the matrix of pairwise covariances among multiple random variables based on sample data, particularly within the framework of Selection Index Theory where accurate estimation of genetic or phenotypic relationships is essential for index construction and prediction.

4.4K

Publications

446.9K

Citations

8.5K

Authors

2.4K

Institutions

Publications per year

2017–2026

858

Parents

Publications

4.4K

Alternative Ways of Assessing Model Fit

Michael W. Browne, Robert Cudeck · Sociological Methods & Research · 1992 · 25.2K citations

, , +11

Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach

Elizabeth R. DeLong, David M. DeLong, Daniel L. Clarke‐Pearson · Biometrics · 1988 · 22.3K citations

, , +16

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

, , +10

Multiple emitter location and signal parameter estimation

René Schmidt · IEEE Transactions on Antennas and Propagation · 1986 · 14.3K citations

, , +16

Beyond Baron and Kenny: Statistical Mediation Analysis in the New Millennium

Andrew F. Hayes · Communication Monographs · 2009 · 9.7K citations

, , +15

1–5 of 4.4K

Authors

8.5K

  1. PS
    Petre Stoica

    Uppsala University, Sweden

    46 publications · 9K citations

    32

    h-index

  2. AD
    Antonio De Maio

    University of Naples Federico II, Italy

    27 publications · 2.1K citations

    23

    h-index

  3. OL
    Olivier Ledoit

    University of Zurich, Switzerland

    22 publications · 6.7K citations

    19

    h-index

  4. MW
    Michael Wolf

    University of Zurich, Switzerland

    20 publications · 6.6K citations

    18

    h-index

  5. BF
    B. Friedlander

    University of California, Davis, United States

    20 publications · 1.8K citations

    17

    h-index

1–5 of 8.5K

Institutions

2.4K

  1. Stanford University

    Stanford, United States

    35 h-index

    121 publications

    32.1K citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    34 h-index

    171 publications

    8.8K citations

  3. University of Chicago

    Chicago, United States

    32 h-index

    81 publications

    9.1K citations

  4. Princeton University

    Princeton, United States

    32 h-index

    70 publications

    10.7K citations

  5. Uppsala University

    Uppsala, Sweden

    30 h-index

    58 publications

    7.7K citations

  6. University of Wisconsin–Madison

    Madison, United States

    29 h-index

    63 publications

    27.7K citations

  7. Carnegie Mellon University

    Pittsburgh, United States

    28 h-index

    56 publications

    4.9K citations

  8. University of Michigan

    Ann Arbor, United States

    28 h-index

    102 publications

    18.3K citations

1–8 of 2.4K

Venues

  1. IEEE Transactions on Signal Processing

    231 publications · 17.2K citations

    71

    h-index

  2. Journal of the American Statistical Association

    176 publications · 19.2K citations

    67

    h-index

  3. The Annals of Statistics

    127 publications · 17.1K citations

    66

    h-index

  4. Biometrika

    90 publications · 6.6K citations

    44

    h-index

  5. 43

    h-index

1–5