Flexible covariance estimation in graphical Gaussian models (Q1000308): Difference between revisions

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+Information-theoretic asymptotics of Bayes methods
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+Partial information reference priors: Derivation and interpretations
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+The variational form of certain Bayes estimators
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+Estimation of normal covariance and precision matrices with incomplete data
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Estimation of a covariance matrix using the reference prior
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