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A Geometric Unification of Distributionally Robust Covariance
  Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

30 May 2024
Man-Chung Yue
Yves Rychener
Daniel Kuhn
Viet Anh Nguyen
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Papers citing "A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set"

1 / 1 papers shown
Title
The Distributionally Robust Optimization Model of Sparse Principal Component Analysis
Lei Wang
Xin Liu
Xiaojun Chen
41
0
0
04 Mar 2025
1