Approximating the covariance ellipsoid (Q5120344)
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scientific article; zbMATH DE number 7245915
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the covariance ellipsoid |
scientific article; zbMATH DE number 7245915 |
Statements
Approximating the covariance ellipsoid (English)
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10 September 2020
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high-dimensional statistics
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covariance estimation
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