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Latest revision as of 18:35, 25 July 2024

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An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes
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    An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (English)
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    7 May 2021
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    adjusted profile likelihood
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    high-dimensional inference
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    covariance matrix estimation
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    eigenvalue estimate
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    singular Wishart distribution
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