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r_test / packages / r-nlshrink

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Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).

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	Type	Size	Name	Uploaded	Downloads	Labels
	conda	109.8 kB	\| noarch/r-nlshrink-1.0.1-r36h6115d3f_0.tar.bz2	5 years and 11 months ago	1	main