Joint mean-covariance estimation via the horseshoe.

Yunfan Li Jyotishka Datta Bruce A. Craig Anindya Bhadra

Published in: J. Multivar. Anal. (2021)

Keyphrases

accurate estimation
estimation process
joint estimation
databases
real world
genetic algorithm
e learning
data structure
pairwise
monte carlo simulation
maximum likelihood estimation
semi parametric