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Large covariance estimation by thresholding principal orthogonal complements

Jianqing Fan, Yuan Liao () and Martina Mincheva

Journal of the Royal Statistical Society Series B, 2013, vol. 75, issue 4, 603-680

Date: 2013
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Working Paper: Large covariance estimation by thresholding principal orthogonal complements (2011) Downloads
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