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Covariance Estimation via the Modified Cholesky Decompositi..:

, In: Springer Handbook of Engineering Statistics; Springer Handbooks,
Kang, Xiaoning ; Zhang, Zhiyang ; Deng, Xinwei - p. 887-900 , 2023
Link: https://doi.org/10.1007/978-1-4471-7503-2_43