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https://github.com/kohlerhector/high-dim-covariance-matrix-estimation

A small library to study some Covariance Matrix Estimators in R. Designed in 2019 as part of my Bachelor's Degree thesis.
https://github.com/kohlerhector/high-dim-covariance-matrix-estimation

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A small library to study some Covariance Matrix Estimators in R. Designed in 2019 as part of my Bachelor's Degree thesis.

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