Direct shrinkage estimation of large dimensional precision matrix (Q268760)

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scientific article; zbMATH DE number 6569587
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Direct shrinkage estimation of large dimensional precision matrix
scientific article; zbMATH DE number 6569587

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    Direct shrinkage estimation of large dimensional precision matrix (English)
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    15 April 2016
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    large-dimensional asymptotics
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    random matrix theory
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    precision matrix estimation
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