Core Shrinkage Covariance Estimation for Matrix-variate Data
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Publication:100447
DOI10.48550/arXiv.2207.12484arXiv2207.12484MaRDI QIDQ100447
Andrew McCormack, Peter Hoff, Anru R. Zhang
Publication date: 25 July 2022
Measures of association (correlation, canonical correlation, etc.) (62H20) Factorization of matrices (15A23)
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