Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
无重复矩阵型数据的均值与协方差联合估计
Michael Hornsteina*, Roger Fana, Kerby Sheddena & Shuheng Zhouaba Department of Statistics, University of Michigan, Ann Arbor, MIb Department of Statistics, University of California, Riverside, CACONTACT Michael Hornstein mdhorn@umich.edu Department of Statistics, University of Michigan, Ann Arbor, MI 48109.Color versions of one or more of the figures in the article can be found online at www.tandfonline.com/r/JASA.Supplementary materials for this article are available…