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(PDF) Comparison among High Dimensional Covariance Matrix Estimation Methods

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(PDF) Factorized Estimation of High‐Dimensional Nonparametric Covariance Models

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Download PDF | Regularized semiparametric estimation of high dimensional dynamic conditional ...

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(PDF) Estimators of covariance matrix at robust estimation based on influence functions

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Robust estimation of high-dimensional covariance and precision matrices

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Spatially smoothed robust covariance estimation for local outlier detection | DeepAI

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