Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

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

No 2017032, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2017-01-01
Note: In : Journal of the American Statistical Association, vol. 112, no. 517, p. 424-435 (2017)
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