Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
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Publication:2453867
DOI10.1016/j.spl.2014.01.028zbMath1287.62006OpenAlexW2017961485MaRDI QIDQ2453867
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.028
Cites Work
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- Estimating a Cholesky decomposition
- Best equivariant estimators of a Cholesky decomposition
- Empirical Bayes estimation of the multivariate normal covariance matrix
- Lattice models for conditional independence in a multivariate normal distribution
- Estimation of a covariance matrix using the reference prior
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model
- Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
- Improved minimax estimation of a normal precision matrix
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