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ShrinkCovMat: Shrinkage Covariance Matrix Estimators
Anestis Touloumis
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Keyphrases
Covariance Matrix
100%
Nonparametric
100%
Shrinkage Covariance Matrix
100%
Covariance Matrix Estimation
100%
High-dimensional Setting
100%
Shrinkage Estimator
100%
Mathematics
Covariance Matrix
100%
Shrinkage Estimator
50%