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Estimation of the multivariate normal precision and covariance matrices in a star-shape model

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  • Dongchu Sun
  • Xiaoqian Sun

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  • Dongchu Sun & Xiaoqian Sun, 2005. "Estimation of the multivariate normal precision and covariance matrices in a star-shape model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 455-484, September.
    • Handle: RePEc:spr:aistmt:v:57:y:2005:i:3:p:455-484
    DOI: 10.1007/BF02509235
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    References listed on IDEAS

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    1. Tatsuya Kubokawa & Yoshihiko Konno, 1990. "Estimating the covariance matrix and the generalized variance under a symmetric loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 331-343, June.
    2. Konno, Yoshihiko, 2001. "Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 33-51, October.
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    Cited by:

    1. Xiaoqian Sun & Dongchu Sun, 2007. "Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 211-233, June.
    2. Liang, Ye & Sun, Dongchu, 2012. "Objective priors for generative star-shape models," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 991-997.
    3. Withers, Christopher S. & Nadarajah, Saralees, 2011. "Estimates of low bias for the multivariate normal," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1635-1647, November.
    4. Sun, Dongchu & Sun, Xiaoqian, 2006. "Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 698-719, March.
    5. He, Daojiang & Xu, Kai, 2014. "Estimation of the Cholesky decomposition in a conditional independent normal model with missing data," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 27-39.

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