Estimation of covariance matrices based on hierarchical inverse-Wishart priors (Q1931370): Difference between revisions
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Revision as of 00:55, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of covariance matrices based on hierarchical inverse-Wishart priors |
scientific article |
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Estimation of covariance matrices based on hierarchical inverse-Wishart priors (English)
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25 January 2013
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Bayesian covariance estimation
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skrinkage
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hierarchical inverse-Wishart prior
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loss function
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experiments comparisons
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