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Linear shrinkage for optimization in high dimensions

Linear shrinkage for optimization in high dimensions

Naqi Huang
Nestor Parolya
Thereisa van Essen
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Papers citing "Linear shrinkage for optimization in high dimensions"

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Title
The limiting spectral distribution of large dimensional general information-plus-noise type matrices
The limiting spectral distribution of large dimensional general information-plus-noise type matrices
Huanchao Zhou
Z. Bai
Jiang Hu
33
6
0
28 Jan 2022