"Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from ..."

Christian Bongiorno, Marco Berritta (2023)

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DOI: 10.48550/ARXIV.2304.14098

access: open

type: Informal or Other Publication

metadata version: 2023-05-03

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Christian Bongiorno, Marco Berritta:
Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. CoRR abs/2304.14098 (2023)

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