Cleaning large correlation matrices: tools from random matrix theory (Q521794)
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| Language | Label | Description | Also known as |
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| English | Cleaning large correlation matrices: tools from random matrix theory |
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Cleaning large correlation matrices: tools from random matrix theory (English)
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12 April 2017
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random matrix theory
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high dimensional statistics
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correlation matrix
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spectral decomposition
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rotational invariant estimator
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