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