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Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions - MaRDI portal

Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions

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Publication:149571

DOI10.1016/J.JMVA.2015.04.006MaRDI QIDQ149571

Olivier Ledoit, Michael Wolf

Publication date: July 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)






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