Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

Mark Fiecas , Jurgen Franke, Rainer von Sachs and Joseph Tadjuidje

No 2012016, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2012-01-01
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