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From:PLoS ONE (Vol. 16, Issue 1) Peer-ReviewedCleaning covariance matrices is a highly non-trivial problem, yet of central importance in the statistical inference of dependence between objects. We propose here a probabilistic hierarchical clustering method, named...
From:Journal of Economic Dynamics & Control (Vol. 32, Issue 1) Peer-ReviewedAbstract Only
From:Journal of Economic Behavior & Organization (Vol. 140) Peer-ReviewedAbstract Only
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