Multilevel maximum likelihood estimation with application to covariance matrices
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Publication:5078290
DOI10.1080/03610926.2017.1422755OpenAlexW3103982685WikidataQ57862999 ScholiaQ57862999MaRDI QIDQ5078290
Marie Turčičová, Kryštof Eben, Jan Mandel
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.08185
Fisher informationhigh dimensionhierarchical maximum likelihoodnested parameter spacessparse inverse covariance modelspectral diagonal covariance model
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