SURE-tuned tapering estimation of large covariance matrices - Concepedia

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SURE-tuned tapering estimation of large covariance matrices

20

Citations

26

References

2012

Year

Yi Feng, Hui Zou

Computational Statistics & Data Analysis

Statistical Signal ProcessingEngineeringStatistical InferenceLarge Covariance MatricesRandom MatrixEstimation TheorySignal Processing

References

	Year	Citations

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