Parallel computation of high-dimensional robust correlation and covariance matrices

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  1. Department of Statistics
  2. Parallel computation of high-dimensional robust correlation and covariance matrices

Parallel computation of high-dimensional robust correlation and covariance matrices

TitleParallel computation of high-dimensional robust correlation and covariance matrices
Publication TypeJournal Article
Year of Publication2006
AuthorsChilson, J, Ng, R, Wagner, A, Zamar, R
JournalAlgorithmica
Volume45
Pagination403–431