Random matrix-improved estimation of covariance matrix...

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Random matrix-improved estimation of covariance matrix distances

Couillet, Romain, Tiomoko, Malik, Zozor, Steeve, Moisan, Eric
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Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2019.06.009
Date:
July, 2019
File:
PDF, 590 KB
english, 2019
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