Large covariance matrix estimation via penalized log-det heuristics

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bernardi, Enrico, Farnè, Matteo
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Methodology 26B25, 65F55, 15A18
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2209.04867