Optimal cleaning for singular values of cross-covariance matrices (Q6103997)

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scientific article; zbMATH DE number 7692290
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Optimal cleaning for singular values of cross-covariance matrices
scientific article; zbMATH DE number 7692290

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    Optimal cleaning for singular values of cross-covariance matrices (English)
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    5 June 2023
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    cross-covariance matrices
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    random matrices
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    rotationally invariant estimator
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