High-dimensional covariance matrix estimation. An introduction to random matrix theory (Q4957845)
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scientific article; zbMATH DE number 7393634
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| English | High-dimensional covariance matrix estimation. An introduction to random matrix theory |
scientific article; zbMATH DE number 7393634 |
Statements
High-Dimensional Covariance Matrix Estimation (English)
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9 September 2021
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covariance matrix estimation
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random matrix
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0.8569938540458679
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0.8556694984436035
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0.833392322063446
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0.8329407572746277
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0.8022254109382629
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