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"A large covariance matrix estimator under intermediate spikiness regimes."

Matteo Farnè, Angela Montanari (2020)

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DOI: 10.1016/J.JMVA.2019.104577

access: closed

type: Journal Article

metadata version: 2024-02-20

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Matteo Farnè, Angela Montanari:
A large covariance matrix estimator under intermediate spikiness regimes. J. Multivar. Anal. 176 (2020)

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