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Optimal cleaning for singular values of cross-covariance matrices

Optimal cleaning for singular values of cross-covariance matrices

16 January 2019
Florent Benaych-Georges
J. Bouchaud
M. Potters
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Papers citing "Optimal cleaning for singular values of cross-covariance matrices"

1 / 1 papers shown
Title
Cleaning large correlation matrices: tools from random matrix theory
Cleaning large correlation matrices: tools from random matrix theory
J. Bun
J. Bouchaud
M. Potters
27
262
0
25 Oct 2016
1