Low-rank covariance matrix estimation for factor analysis in anisotropic noise: application to array processing and portfolio selection (Q6603532)

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scientific article; zbMATH DE number 7911822
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    Low-rank covariance matrix estimation for factor analysis in anisotropic noise: application to array processing and portfolio selection
    scientific article; zbMATH DE number 7911822

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      Low-rank covariance matrix estimation for factor analysis in anisotropic noise: application to array processing and portfolio selection (English)
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      12 September 2024
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