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20142022
most citedSimultaneous penalized M-estimation of covariance matrices using geodesically convex optimization

23 citations · 26 across the 3 of their papers we have counts for

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stat.AP2014★ 3 cited

Error Bound for Compound Wishart Matrices

Ilya Soloveychik

In this paper we consider non-asymptotic behavior of the real compound Wishart matrices that generalize the classical real Wishart distribution. In particular, we consider matrices…