Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518): Difference between revisions
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Revision as of 13:25, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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