Optimal Bayesian minimax rates for unconstrained large covariance matrices
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Publication:1631606
DOI10.1214/18-BA1094zbMath1407.62043arXiv1702.07448MaRDI QIDQ1631606
Publication date: 6 December 2018
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.07448
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
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