"SURE-tuned tapering estimation of large covariance matrices."

Feng Yi, Hui Zou (2013)

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DOI: 10.1016/J.CSDA.2012.09.007

access: closed

type: Journal Article

metadata version: 2020-12-29

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Feng Yi, Hui Zou:
SURE-tuned tapering estimation of large covariance matrices. Comput. Stat. Data Anal. 58: 339-351 (2013)

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