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  An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions
 
 
Title: An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions
Author: Jiang, Binyan
Appeared in: Annals of the Institute of Statistical Mathematics
Paging: Volume 67 (2014) nr. 2 pages 211-227
Year: 2014
Contents:
Publisher: Springer Japan, Tokyo
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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