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WeSpeR: Computing non-linear shrinkage formulas for the weighted sample covariance

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Oriol, Benoit
Formato:	Preprint
Publicado:	2024
Materias:	Statistics Theory Machine Learning Probability Computation
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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