Haff, L. R. Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity. (English) Zbl 0436.62046 Ann. Stat. 7, 1264-1276 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 42 Documents MSC: 62H12 Estimation in multivariate analysis 65C05 Monte Carlo methods Keywords:estimation of inverse covariance matrix; random mixtures; inverse Wishart matrix; nonsingular Wishart distribution PDFBibTeX XMLCite \textit{L. R. Haff}, Ann. Stat. 7, 1264--1276 (1979; Zbl 0436.62046) Full Text: DOI