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12/30/2022
Two-step estimators of high dimensional correlation matrices
We investigate block diagonal and hierarchical nested stochastic multiva...
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06/17/2019
Nested partitions from hierarchical clustering statistical validation
We develop a greedy algorithm that is fast and scalable in the detection...
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02/19/2019
A primer on statistically validated networks
In this contribution we discuss some approaches of network analysis prov...
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02/09/2018
