Galimberti, Giuliano; Nuzzi, Lorenzo; Soffritti, Gabriele Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression. (English) Zbl 1474.62283 Stat. Methods Appl. 30, No. 1, 235-268 (2021). MSC: 62J99 PDFBibTeX XMLCite \textit{G. Galimberti} et al., Stat. Methods Appl. 30, No. 1, 235--268 (2021; Zbl 1474.62283) Full Text: DOI
Matsuura, Shun; Kurata, Hiroshi Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss. (English) Zbl 1436.62203 Stat. Methods Appl. 29, No. 1, 79-99 (2020). MSC: 62H12 62H20 62J02 PDFBibTeX XMLCite \textit{S. Matsuura} and \textit{H. Kurata}, Stat. Methods Appl. 29, No. 1, 79--99 (2020; Zbl 1436.62203) Full Text: DOI
Ranciati, Saverio; Galimberti, Giuliano; Soffritti, Gabriele Bayesian variable selection in linear regression models with non-normal errors. (English) Zbl 1427.62061 Stat. Methods Appl. 28, No. 2, 323-358 (2019). MSC: 62J05 62F15 62H30 PDFBibTeX XMLCite \textit{S. Ranciati} et al., Stat. Methods Appl. 28, No. 2, 323--358 (2019; Zbl 1427.62061) Full Text: DOI Link