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Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance
Annals of Statistics, 1988exaly
Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
Journal of the American Statistical Association, 2008exaly
Accuracy of Pseudo-Inverse Covariance Learning—A Random Matrix Theory Analysis
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2011exaly