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Gupta, Arjun K., Sheena †, Yo (2004) Estimation of a multivariate normal covariance matrix under a certain structure. Statistics, 38. 371-379 doi:10.1080/02331880410001730748

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Reference TypeJournal (article/letter/editorial)
TitleEstimation of a multivariate normal covariance matrix under a certain structure
JournalStatistics
AuthorsGupta, Arjun K.Author
Sheena †, YoAuthor
Year2004 (October)Volume38
PublisherInforma UK Limited
DOIdoi:10.1080/02331880410001730748Search in ResearchGate
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Mindat Ref. ID11345887Long-form Identifiermindat:1:5:11345887:7
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Full ReferenceGupta, Arjun K., Sheena †, Yo (2004) Estimation of a multivariate normal covariance matrix under a certain structure. Statistics, 38. 371-379 doi:10.1080/02331880410001730748
Plain TextGupta, Arjun K., Sheena †, Yo (2004) Estimation of a multivariate normal covariance matrix under a certain structure. Statistics, 38. 371-379 doi:10.1080/02331880410001730748
In(n.d.) Statistics Vol. 38. Informa UK Limited

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Sheena†, Yo (2003) On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta. Statistics, 37. 387-399 doi:10.1080/02331880310001598846
Bodnar, Taras, Gupta, Arjun K. (2011) Estimation of the precision matrix of a multivariate elliptically contoured stable distribution. Statistics, 45. 131-142 doi:10.1080/02331880903541887
Zheng, S., Hardin, J. M., Gupta, A. K. (2012) The inverse problem of multivariate and matrix-variate skew normal distributions. Statistics, 46. 361-371 doi:10.1080/02331888.2010.528895
Sheena, Yo (2014) Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution—Geometrical view. Journal of Statistical Planning and Inference, 150. 66-83 doi:10.1016/j.jspi.2014.03.004
Chen, John T., Gupta, Arjun K. (2005) Matrix variate skew normal distributions. Statistics, 39. 247-253 doi:10.1080/02331880500108593
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Chen, Jie, Gupta, A. K (2004) Statistical inference of covariance change points in gaussian model. Statistics, 38. 17-28 doi:10.1080/0233188032000158817
Haff, L. R. (1980) Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix. The Annals of Statistics, 8 (3). 586-597 doi:10.1214/aos/1176345010
Salvador, Manuel, Gallizo, Jose Luis, Gargallo, Pilar (2004) Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices. Statistics, 38. 307-335 doi:10.1080/02331880410001692985
Gupta, Arjun K., Chen, John T., Tang, J. (2007) A multivariate two-factor skew model. Statistics, 41. 301-309 doi:10.1080/02331880701342710
Krishnamoorthy, K., Gupta, A. K. (1989) Improved minimax estimation of a normal precision matrix. Canadian Journal of Statistics, 17. 91-102 doi:10.2307/3314766
 
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