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"Cross-Validated Loss-based Covariance Matrix Estimator Selection in High ..."
Philippe Boileau et al. (2023)
- Philippe Boileau, Nima S. Hejazi, Mark J. van der Laan, Sandrine Dudoit:
Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions. J. Comput. Graph. Stat. 32(2): 601-612 (2023)
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