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Approximating the covariance ellipsoid - MaRDI portal

Approximating the covariance ellipsoid (Q5120344)

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scientific article; zbMATH DE number 7245915
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Approximating the covariance ellipsoid
scientific article; zbMATH DE number 7245915

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    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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