Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation of large covariance matrices: keep it simple, statistician? |
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Shrinkage estimation of large covariance matrices: keep it simple, statistician? (English)
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28 October 2021
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large-dimensional asymptotics
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random matrix theory
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rotation equivariance
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