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Latest revision as of 07:15, 11 December 2024

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A multiple testing approach to the regularisation of large sample correlation matrices
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    A multiple testing approach to the regularisation of large sample correlation matrices (English)
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    29 April 2019
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    high-dimensional data
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    multiple testing
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    non-Gaussian observations
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    sparsity
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    thresholding
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    shrinkage
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