Covariance selection by thresholding the sample correlation matrix (Q2438493)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance selection by thresholding the sample correlation matrix |
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Covariance selection by thresholding the sample correlation matrix (English)
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5 March 2014
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Bernstein type inequality
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large correlation matrix
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large covariance matrix
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