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A well-conditioned estimator for large-dimensional covariance matrices

✍ Scribed by Olivier Ledoit; Michael Wolf

Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 495 KB
Volume: 88
Category: Article
ISSN: 0047-259X
DOI: 10.1016/s0047-259x(03)00096-4

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