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Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lamrani, Lamia, Bongiorno, Christian, Potters, Marc
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Portfolio Management Risk Management Applications
Online Access:	Acceder al recurso
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