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Covariance matrix filtering with bootstrapped hierarchies - MaRDI portal

Covariance matrix filtering with bootstrapped hierarchies

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Publication:134574

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DOI10.48550/ARXIV.2003.05807arXiv2003.05807MaRDI QIDQ134574

Christian Bongiorno, Damien Challet

Publication date: 12 March 2020

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