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Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices
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12 April 2016
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1.0.1
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publication date: 12 April 2016
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Property / author: Pratik Ramprasad / rank
 
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point in time: 24 December 2020
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Latest revision as of 06:31, 22 March 2024

Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices
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nlshrink
Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

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