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"Estimation of the Covariance Matrix of Large Dimensional Data"
Jianfeng Yao, Abla Kammoun, Jamal Najim (2012)
- Jianfeng Yao, Abla Kammoun, Jamal Najim:
Estimation of the Covariance Matrix of Large Dimensional Data. CoRR abs/1201.4672 (2012)
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