Joint mean-covariance estimation via the horseshoe

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Publication:2022549

DOI10.1016/j.jmva.2020.104716zbMath1464.62354arXiv1903.06768OpenAlexW3115192332MaRDI QIDQ2022549

Bruce A. Craig, Anindya Bhadra, Yunfan Li, Jyotishka Datta

Publication date: 29 April 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06768




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