Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions
[Submitted on 4 Feb 2025 (v1), last revised 16 Jul 2026 (this ve
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2025-02-04
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via math.ST updates on arXiv.org
arXiv:2502.02006v4 Announce Type: replace-cross Abstract: We investigate covariance shrinkage for Hotelling's…
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