Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework |
scientific article |
Statements
Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (English)
0 references
8 September 2014
0 references
covariance matrix estimation
0 references
empirical Bayes
0 references
shrinkage estimation
0 references
