A CLT for regularized sample covariance matrices

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Date: 2009-01-06 09:41:08 Multivariate statistics Algebra of random variables Covariance Cumulant Central limit theorem Principal component analysis Matrix Normal distribution Kalman filter Statistics Covariance and correlation Data analysis		A CLT for regularized sample covariance matrices Add to Reading List Source URL: www.math.umn.edu Download Document from Source Website File Size: 230,97 KB Share Document on Facebook

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