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"Positive-definite thresholding estimators of covariance matrices with zeros."
Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia (2023)
- Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia:
Positive-definite thresholding estimators of covariance matrices with zeros. J. Multivar. Anal. 197: 105186 (2023)
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