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Regularized parameter estimation of high dimensional distribution - MaRDI portal

Regularized parameter estimation of high dimensional distribution (Q1015875)

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scientific article; zbMATH DE number 5550350
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English
Regularized parameter estimation of high dimensional distribution
scientific article; zbMATH DE number 5550350

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    Regularized parameter estimation of high dimensional distribution (English)
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    30 April 2009
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    EM algorithm
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    empirical Bayes
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    multivariate \(t\) distribution
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    penalized likelihood
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