Xu, Kai; He, Daojiang Further results on estimation of covariance matrix. (English) Zbl 1327.62351 Stat. Probab. Lett. 101, 11-20 (2015). MSC: 62H12 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Kai; He, Dao Jiang The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior. (English) Zbl 1327.62042 Acta Math. Sin., Engl. Ser. 31, No. 6, 1003-1014 (2015). MSC: 62C10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
He, Daojiang; Xu, Kai Estimation of the Cholesky decomposition in a conditional independent normal model with missing data. (English) Zbl 1287.62006 Stat. Probab. Lett. 88, 27-39 (2014). MSC: 62H12 62A99 × Cite Format Result Cite Review PDF Full Text: DOI