A Compound Decision Approach to Covariance Matrix Estimation (Q6055869)
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scientific article; zbMATH DE number 7756636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Compound Decision Approach to Covariance Matrix Estimation |
scientific article; zbMATH DE number 7756636 |
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A Compound Decision Approach to Covariance Matrix Estimation (English)
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30 October 2023
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compound decision theory
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\(g\)-modeling
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nonparametric maximum likelihood
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separable decision rule
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