Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity (Q1140944)
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English | Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity |
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Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity (English)
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1979
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estimation of inverse covariance matrix
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random mixtures
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inverse Wishart matrix
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nonsingular Wishart distribution
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