Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
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Publication:5231497
DOI10.1080/01621459.2018.1429275zbMath1420.62246arXiv1611.04208OpenAlexW2963095760MaRDI QIDQ5231497
Michael Hornstein, Shuheng Zhou, Roger Fan, Kerby A. Shedden
Publication date: 27 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.04208
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Robust tests for scatter separability beyond Gaussianity, A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity, Concentration of measure bounds for matrix-variate data with missing values
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