Shrinkage-to-Tapering Estimation of Large Covariance Matrices (Q4574100)

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scientific article; zbMATH DE number 6906614
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Shrinkage-to-Tapering Estimation of Large Covariance Matrices
scientific article; zbMATH DE number 6906614

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    Shrinkage-to-Tapering Estimation of Large Covariance Matrices (English)
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    18 July 2018
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