Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
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Publication:1140944
DOI10.1214/aos/1176344845zbMath0436.62046OpenAlexW2034834213MaRDI QIDQ1140944
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344845
nonsingular Wishart distributionestimation of inverse covariance matrixinverse Wishart matrixrandom mixtures
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