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【论文】赵俊龙,刘秀敏 等:Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate.

Lu Niu, Xiumin Liu, Junlong Zhao.Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate. Journal of Multivariate Analysis. 2020,177, 104598.

https://www.sciencedirect.com/science/article/pii/S0047259X19301435