A hierarchical eigenmodel for pooled covariance estimation

Published 2009 View Full Article

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Title
A hierarchical eigenmodel for pooled covariance estimation
Authors
Keywords
-
Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Volume 71, Issue 5, Pages 971-992
Publisher
Wiley
Online
2009-07-07
DOI
10.1111/j.1467-9868.2009.00716.x

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