Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
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Publication:2453867
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Cites work
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- Empirical Bayes estimation of the multivariate normal covariance matrix
- Estimating a Cholesky decomposition
- 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 Cholesky decomposition of the covariance matrix for a conditional independent normal model
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 4211299 (Why is no real title available?)
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- scientific article; zbMATH DE number 3314854 (Why is no real title available?)
- Improved minimax estimation of a normal precision matrix
- Lattice models for conditional independence in a multivariate normal distribution
Cited in
(4)- Estimating a Cholesky decomposition
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- The best equivariant estimator of the parameters in a conditional independent normal distribution with missing data
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