Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528)
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scientific article; zbMATH DE number 6341255
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| English | Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework |
scientific article; zbMATH DE number 6341255 |
Statements
Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (English)
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8 September 2014
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covariance matrix estimation
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empirical Bayes
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shrinkage estimation
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0.8409461975097656
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0.8266162872314453
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0.815756618976593
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0.8126556277275085
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