Optimal cleaning for singular values of cross-covariance matrices

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Publication:6103997

DOI10.1214/22-aap1842zbMath1516.15022arXiv1901.05543OpenAlexW2909407637MaRDI QIDQ6103997

Jean-Philippe Bouchaud, Florent Benaych-Georges, Marc Potters

Publication date: 5 June 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.05543







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