Record · danmackinlay.name

Covariance estimation – The Dan MacKinlay stable of variably-well-consider’d enterprises

Dan MacKinlay · 1 October 2026 · 5 min read

A post on danmackinlay.name, published 1 October 2026, has not been cited by any blog yet (corpus.blog, measured 16 October 2026).

A record is what was published and who pointed at it. The text of the post is not shown here: read it at the source, or at its Wayback capture.

Read at danmackinlay.name Wayback capture

0blogs citing

Citing blogs and links by period
Period	Blogs	Links
All time	0	0
Last 90 days	0	0
Last 30 days	0	0
Last 7 days	0	0

Figures for this page
Words blogs link it with	0
External links	28
Length	1,006

Cited by

No blog we hold has cited this post yet.

Links from this post

Link

Host

https://eeecon.uibk.ac.at/~zeileis/papers/DAGStat-2007.pdf?ref=danmackinlay.name

eeecon.uibk.ac.at

https://stats.stackexchange.com/questions/50844/estimating-the-covariance-posterior-distribution-of-a-multivariate-gaussian/50902?ref=danmackinlay.name

stats.stackexchange.com

https://stats.stackexchange.com/questions/51622/combining-two-covariance-matrices/51927?ref=danmackinlay.name

stats.stackexchange.com

Comparing methods of computing standard deviation Read at johndcook.com

johndcook.com

https://en.wikipedia.org/wiki/Variance Who cites this page

en.wikipedia.org

http://arxiv.org/abs/1506.00898

arxiv.org

https://doi.org/10.1002/cpa.20070

doi.org

https://doi.org/10.1214/009053607000000758

doi.org

https://doi.org/10.1145/1390156.1390181

doi.org

https://doi.org/10.1016/j.jmva.2009.04.015

doi.org

https://doi.org/10.1016/j.jspi.2004.07.004

doi.org

https://doi.org/10.1198/106186006X132178

doi.org

https://doi.org/10.1198/jasa.2010.tm09420

doi.org

https://doi.org/10.2307/2281592

doi.org

http://projecteuclid.org/euclid.bsmsp/1200512173

projecteuclid.org

https://www.jstor.org/stable/3085907

jstor.org

https://doi.org/10.1016/0047-259X(91

doi.org

https://doi.org/10.1214/009053606000000281

doi.org

https://doi.org/10.1016/j.geoderma.2005.04.003

doi.org

https://doi.org/10.1016/0024-3795(95

doi.org

https://math.mit.edu/~rigollet/PDFs/RigNotes17.pdf

math.mit.edu

https://doi.org/10.1080/01621459.1992.10475181

doi.org

https://doi.org/10.1111/1467-9868.00413

doi.org

https://doi.org/10.1198/016214504000000854

doi.org

https://doi.org/10.1080/03461238.1952.10414182

doi.org

https://doi.org/10.1093/biomet/39.3-4.309

doi.org

https://doi.org/10.1111/j.2517-6161.1953.tb00131.x

doi.org

https://doi.org/10.1007/978-0-387-35099-8

doi.org

Elsewhere on danmackinlay.name (8)

Positive (semi-)definite kernels – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Gaussian processes – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Nearly-low-rank Hermitian matrices – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Matrix-valued random variates – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Learning graphical models from data – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Precision matrix estimation – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Learning covariance functions – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Gaussian processes on lattices – The Dan MacKinlay stable of variably-well-consider’d enterprises Read at danmackinlay.name

danmackinlay.name

Covariance estimation – The Dan MacKinlay stable of variably-well-consider’d enterprises

Cited by

Links from this post

Similar posts