Shrinkage Estimation of Large Covariance Matrices: Keep It Simple, Statistician?

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Event details

Date 15.05.2020
Hour 15:0016:00
Speaker Prof. Michael Wolf, UZH
Location
Category Conferences - Seminars

Statistics Seminar

Practical information

  • Informed public
  • Free

Organizer

  • Prof. Sofia Olhede

Contact

  • Maroussia Schaffner

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