1. An Introduction to Multivariate Statistical Analysis;Anderson,2003
2. Lattice models for conditional independence in a multivariate normal distribution;Andersson;Ann. Statist.,1993
3. Elements of Continuous Multivariate Analysis;Dempster,1969
4. Covariance selection;Dempster;Biometrics,1972
5. Some Problems in Covariance Estimation (Preliminary Report). Tech. Rep. 49;Eaton,1970