Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions

DOI10.1016/J.JMVA.2015.04.006MaRDI QIDQ149571FDOQ149571

Olivier Ledoit, Michael Wolf

Publication date: July 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Cited In (1)

• xdcclarge

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