Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior (Q2419159)

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Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
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    Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior (English)
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    29 May 2019
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    multivariate normal mean and variance estimation
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    heteroscedasticity
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    shrinkage estimator
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    bivariate density estimation
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    Dirichlet process mixture model
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