Parameter estimation in high dimensional Gaussian distributions

Statistics and Computing

Volumn 24, Issue 2, 2014, Pages 247-263

  Aune, Erlend ^a   Simpson, Daniel P ^a   Eidsvik, Jo ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Estimation; Gaussian distribution; Krylov methods; Matrix functions; Numerical linear algebra

Indexed keywords

EID: 84893952679     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-012-9368-y     Document Type: Article

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