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An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions |
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| Authors: | Binyan Jiang |
| Institution: | 1. Living Analytics Research Centre (LARC), Heinz College, Carnegie Mellon University, 5000 Forbes Ave, Pittsburgh, PA, 15213, USA |
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| 本文献已被 SpringerLink 等数据库收录！ | |