Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2014.06.018 / rank
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Property / author: Matthew R. McKay / rank
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Property / author: Matthew R. McKay / rank
 
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Property / describes a project that uses: robustbase / rank
 
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Property / OpenAlex ID: W2115972246 / rank
 
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Property / arXiv ID: 1401.4083 / rank
 
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Latest revision as of 16:36, 9 December 2024

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Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
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    Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (English)
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    8 September 2014
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    random matrix theory
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    robust estimation
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    linear shrinkage
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