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High-dimensional covariance estimation: with high-dimensional data
Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical...
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| Lenguaje: | eng |
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Wiley
2013
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| Acceso en línea: | http://cds.cern.ch/record/1568634 |