Regularized estimation of large covariance matrices

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Date: 2008-05-06 21:55:48 Matrices Covariance and correlation Multivariate statistics Data analysis Summary statistics Multivariate normal distribution Covariance matrix Covariance Principal component analysis Statistics Algebra Linear algebra		Regularized estimation of large covariance matrices Add to Reading List Source URL: www.stat.berkeley.edu Download Document from Source Website File Size: 309,79 KB Share Document on Facebook

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