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Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

Bibliographic reference Fiecas, Marc ; Franke, Jürgen ; von Sachs, Rainer ; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017)
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