The computational ease with which an abundance of parameters can be estimated should not be allowed to obscure the probable unwisdom of such estimation from limited data.
-- Arthur P. Dempster
in "Covariance selection", Biometrics 28 (1), 157-175 (March 1972) #Rstats
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RFortunes (rfortunes)'s status on Thursday, 20-Sep-2018 16:00:03 CEST
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