Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272)

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scientific article; zbMATH DE number 7640057
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Bayesian estimation of constrained mean-covariance of normal distributions
scientific article; zbMATH DE number 7640057

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    Bayesian estimation of constrained mean-covariance of normal distributions (English)
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    10 January 2023
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    structured covariance
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    shrinkage inverse Wishart
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    normal-inverse gamma
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