A Compound Decision Approach to Covariance Matrix Estimation (Q6055869)

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scientific article; zbMATH DE number 7756636
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A Compound Decision Approach to Covariance Matrix Estimation
scientific article; zbMATH DE number 7756636

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    A Compound Decision Approach to Covariance Matrix Estimation (English)
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    30 October 2023
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    compound decision theory
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    \(g\)-modeling
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    nonparametric maximum likelihood
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    separable decision rule
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