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1509.06121
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Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
21 September 2015
Taras Bodnar
Holger Dette
Nestor Parolya
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Papers citing
"Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix"
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Title
Fluctuations of the diagonal entries of a large sample precision matrix
Nina Dórnemann
Holger Dette
148
1
0
01 Nov 2022
1