Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528)
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scientific article; zbMATH DE number 6341255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework |
scientific article; zbMATH DE number 6341255 |
Statements
Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (English)
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8 September 2014
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covariance matrix estimation
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empirical Bayes
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shrinkage estimation
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