Cita APA (7a ed.)

Boileau, P., Hejazi, N. S., van der Laan, M. J., & Dudoit, S. (2021). Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions.

Cita Chicago Style (17a ed.)

Boileau, Philippe, Nima S. Hejazi, Mark J. van der Laan, y Sandrine Dudoit. Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions. 2021.

Cita MLA (9a ed.)

Boileau, Philippe, et al. Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions. 2021.

Precaución: Estas citas no son 100% exactas.