Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality

By Ahmad M. Rauf   Rosen Dietrich Von  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 7, 2015-04 ,pp. : 1387-1398

Taylor & Francis Ltd

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A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions

By Westgate Philip M.  

Communications in Statistics: Simulation and Computation, Vol. 43, Iss. 10, 2014-11 ,pp. : 2432-2443

Taylor & Francis Ltd

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Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data

By Sun Xiaoqian  

Communications in Statistics: Theory and Methods, Vol. 39, Iss. 4, 2010-01 ,pp. : 642-666

Taylor & Francis Ltd

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Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

By Aoshima Makoto  

Sequential Analysis, Vol. 25, Iss. 3, 2006-01 ,pp. : 327-345

Taylor & Francis Ltd

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Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss

By Kortbi Othmane   Marchand Éric  

Sankhya A, Vol. 75, Iss. 2, 2013-08 ,pp. : 277-299

Springer Publishing Company

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