Fang, Qian; Yu, Chen; Weiping, Zhang Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data. (English) Zbl 1435.62190 J. Multivariate Anal. 176, Article ID 104580, 19 p. (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H12 62F12 62H11 62J07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Choi, ByoungSeon Multivariate maximum entropy spectrum. (English) Zbl 0778.62084 J. Multivariate Anal. 46, No. 1, 56-60 (1993). MSC: 62M15 × Cite Format Result Cite Review PDF Full Text: DOI