A CLT for regularized sample covariance matrices (Q1000301): Difference between revisions

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Property / cites work: A CLT for a band matrix model / rank
 
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Property / cites work: Regularized estimation of large covariance matrices / rank
 
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Latest revision as of 01:37, 29 June 2024

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A CLT for regularized sample covariance matrices
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    A CLT for regularized sample covariance matrices (English)
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    6 February 2009
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    random matrices
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    sample covariance
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    regularization
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