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  "Description": "An efficient cross-validated approach for covariance\nmatrix estimation, particularly useful in high-dimensional\nsettings. This method relies upon the theory of\nhigh-dimensional loss-based covariance matrix estimator\nselection developed by Boileau et al. (2022)\n<doi:10.1080/10618600.2022.2110883> to identify the optimal\nestimator from among a prespecified set of candidates.",
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  "Date/Publication": "2024-02-17 19:57:43 UTC",
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