Bodnar, Taras; Gupta, Arjun K.; Parolya, Nestor Direct shrinkage estimation of large dimensional precision matrix. (English) Zbl 1338.60012 J. Multivariate Anal. 146, 223-236 (2016). MSC: 60B20 62H12 62G20 62G30 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 146, 223--236 (2016; Zbl 1338.60012) Full Text: DOI arXiv
Bodnar, Taras; Gupta, Arjun K. Estimation of the precision matrix of a multivariate elliptically contoured stable distribution. (English) Zbl 1283.62113 Statistics 45, No. 2, 131-142 (2011). MSC: 62H12 62C15 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{A. K. Gupta}, Statistics 45, No. 2, 131--142 (2011; Zbl 1283.62113) Full Text: DOI
Bodnar, Taras; Okhrin, Yarema Properties of the singular, inverse and generalized inverse partitioned Wishart distributions. (English) Zbl 1151.62046 J. Multivariate Anal. 99, No. 10, 2389-2405 (2008). MSC: 62H10 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{Y. Okhrin}, J. Multivariate Anal. 99, No. 10, 2389--2405 (2008; Zbl 1151.62046) Full Text: DOI