Precision matrix estimation under the horseshoe-like prior–penalty dual

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Bibliographic Details
Published in:Electronic journal of statistics 2024-01, Vol.18 (1)
Main Authors: Sagar, Ksheera, Banerjee, Sayantan, Datta, Jyotishka, Bhadra, Anindya
Format: Article
Language:English
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ISSN:1935-7524
1935-7524
DOI:10.1214/23-EJS2196