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Large covariance matrix estimation via penalized log-det heuristics

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bernardi, Enrico, Farnè, Matteo
Format:	Preprint
Publié:	2022
Sujets:	Statistics Theory Methodology 26B25, 65F55, 15A18
Accès en ligne:	Acceder al recurso
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