181 citations · 189 across the 11 of their papers we have counts for
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stat.ME2020★ 1 cited
MLE of Jointly Constrained Mean-Covariance of Multivariate Normal Distributions
Anupam Kundu, Mohsen Pourahmadi
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of under joint constraints such as $Σμ= μ…
stat.ML2020★ 2 cited
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data
Aramayis Dallakyan, Mohsen Pourahmadi
Smoothness of the subdiagonals of the Cholesky factor of large covariance matrices is closely related to the degrees of nonstationarity of autoregressive models for time series and…