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Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Bibliographic reference Steland, Ansgar ; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. to appear, p. n/a-n/a
Permanent URL http://hdl.handle.net/2078.1/191604