Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528): Difference between revisions

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Latest revision as of 01:12, 9 July 2024

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Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework
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    Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (English)
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    8 September 2014
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    covariance matrix estimation
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    empirical Bayes
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    shrinkage estimation
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