Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation (Q6503431)

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scientific article; zbMATH DE number 900374300
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Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation
scientific article; zbMATH DE number 900374300

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    Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation (English)
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    1 January 1 CEGregorian
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