Optimal cleaning for singular values of cross-covariance matrices (Q6103997)
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scientific article; zbMATH DE number 7692290
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English | 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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