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Some code related to our paper Per,Duc,Nes. Detection (2019). The objective is to detect block-exchangeable structures in correlation matrices. For any help, please contact me or leave a comment somewhere. I will be glad to help you.

Home Page: https://www.sciencedirect.com/science/article/pii/S0047259X18303713

R 100.00%
copula correlation-matrices exchangeable-structures kendall-tau non-parametric shrinkage statistical-learning

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