Large-Scale Estimation of Variance and Covariance Components.

Chris Fraley Patrick J. Burns

Published in: SIAM J. Sci. Comput. (1995)

Keyphrases

covariance matrix
pairwise
data sets
estimation error
real life
parameter estimation
machine learning
robust estimation
small scale
building blocks
correlation coefficient
least squares
web services
artificial intelligence
normal distribution
accurate estimation
estimation process