Parallel Computation of High-Dimensional Robust Correlation and Covariance Matrices

James Chilson, Raymond T. Ng, Alan Wagner, Ruben H. Zamar. Parallel Computation of High-Dimensional Robust Correlation and Covariance Matrices. Algorithmica, 45(3):403-431, 2006. [doi]

Authors

James Chilson

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Raymond T. Ng

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Alan Wagner

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Ruben H. Zamar

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