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Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Robinson, Benjamin D., Latimer, Van
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability Methodology 62H15 G.3
Online Access:	Acceder al recurso
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