Regularized Estimation of Covariance Structure Through Quadratic Loss Function
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-75494-5_4
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5. Huang, C., Farewell, D., Pan, J.: A calibration method for non-positive definite covariance matrix in multivariate data analysis. J. Multivar. Anal. 157, 45–52 (2017)
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