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Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss
Zhou, Xian; Sun, Xiaoqian; Wang, Jinglong - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 4, pp. 760-768
Persistent link: https://www.econbiz.de/10006561768
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Estimation - Estimation of the multivariate normal precision and covariance matrices in a star-shape model
Sun, Dongehu; Sun, Xiaoqian - In: Annals of the Institute of Statistical Mathematics : AISM 57 (2005) 3, pp. 455-484
Persistent link: https://www.econbiz.de/10006544353
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Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data
Sun, Xiaoqian; Sun, Dongchu - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 2, pp. 211-234
Persistent link: https://www.econbiz.de/10007739134