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High-Dimensional Covariance Estimation: With High-Dimensional Data by Mohsen Pourahmadi (Hardcover, 2013)
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By Mohsen Pourahmadi. MOHSEN POURAHMADI, PhD, is Professor of Statistics at Texas A&M University. Covariance Matrices. Author Mohsen Pourahmadi. Data, Sparsity, and Regularization. Table of Contents.