Approximating the covariance ellipsoid (Q5120344)

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scientific article; zbMATH DE number 7245915
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    Approximating the covariance ellipsoid
    scientific article; zbMATH DE number 7245915

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      Approximating the covariance ellipsoid (English)
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      10 September 2020
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      high-dimensional statistics
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      covariance estimation
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