Berger, James O.; Sun, Dongchu; Song, Chengyuan Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors. (English) Zbl 1471.62280 Ann. Stat. 48, No. 4, 2381-2403 (2020). Reviewer: Joseph Melamed (Los Angeles) MSC: 62F15 62C10 62H10 62H12 62J10 PDFBibTeX XMLCite \textit{J. O. Berger} et al., Ann. Stat. 48, No. 4, 2381--2403 (2020; Zbl 1471.62280) Full Text: DOI Euclid
Liang, Ye; Sun, Dongchu Objective priors for generative star-shape models. (English) Zbl 1243.62076 Stat. Probab. Lett. 82, No. 5, 991-997 (2012). MSC: 62H12 62F15 05C90 PDFBibTeX XMLCite \textit{Y. Liang} and \textit{D. Sun}, Stat. Probab. Lett. 82, No. 5, 991--997 (2012; Zbl 1243.62076) Full Text: DOI
Sun, Dongchu; Sun, Xiaoqian Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data. (English) Zbl 1087.62067 J. Multivariate Anal. 97, No. 3, 698-719 (2006). MSC: 62H12 62C15 60B15 PDFBibTeX XMLCite \textit{D. Sun} and \textit{X. Sun}, J. Multivariate Anal. 97, No. 3, 698--719 (2006; Zbl 1087.62067) Full Text: DOI
Sun, Dongchu; Sun, Xiaoqian Estimation of the multivariate normal precision and covariance matrices in a star-shape model. (English) Zbl 1095.62070 Ann. Inst. Stat. Math. 57, No. 3, 455-484 (2005). MSC: 62H12 62F15 62C15 28C10 PDFBibTeX XMLCite \textit{D. Sun} and \textit{X. Sun}, Ann. Inst. Stat. Math. 57, No. 3, 455--484 (2005; Zbl 1095.62070) Full Text: DOI
Sun, Xiaoqian; Sun, Dongchu Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model. (English) Zbl 1080.62038 Stat. Probab. Lett. 73, No. 1, 1-12 (2005). MSC: 62H12 15A99 PDFBibTeX XMLCite \textit{X. Sun} and \textit{D. Sun}, Stat. Probab. Lett. 73, No. 1, 1--12 (2005; Zbl 1080.62038) Full Text: DOI