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Estimation of the precision matrix of multivariate Pearson type II model

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  • Amadou Sarr
  • Arjun Gupta
  • Anwar Joarder

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  • Amadou Sarr & Arjun Gupta & Anwar Joarder, 2009. "Estimation of the precision matrix of multivariate Pearson type II model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 69(1), pages 31-44, January.
    • Handle: RePEc:spr:metrik:v:69:y:2009:i:1:p:31-44
    DOI: 10.1007/s00184-008-0172-9
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    References listed on IDEAS

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    1. Dipak Dey, 1988. "Simultaneous estimation of eigenvalues," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(1), pages 137-147, March.
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    Cited by:

    1. Bodnar, Taras & Gupta, Arjun K. & Parolya, Nestor, 2016. "Direct shrinkage estimation of large dimensional precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 223-236.
    2. Taras Bodnar & Arjun Gupta, 2013. "An exact test for a column of the covariance matrix based on a single observation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 847-855, August.

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