Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kim, Seongmin, Lee, Kwangmin, Park, Sewon, Lee, Jaeyong
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Methodology 62F12, 62H12 (Primary) 62F15, 60B20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.20668