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  • Rank 3,291,374 (Top 66 %)
  • Language
    MATLAB
  • License
    MIT License
  • Created almost 7 years ago
  • Updated over 1 year ago

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Repository Details

This repository contains data and code relative to the manuscript "A large covariance matrix estimator under intermediate spikiness regimes" by Matteo Farnè and Angela Montanari (https://arxiv.org/abs/1711.08950).