Cross-Fitted Clipped Covariance Estimation with a Data-Driven Tail-Energy Criterion
Even He, Zaizai Yan
Action editor: Santiago Mazuelas
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@tmlr-pub.bsky.socialCross-Fitted Clipped Covariance Estimation with a Data-Driven Tail-Energy Criterion
Even He, Zaizai Yan
Action editor: Santiago Mazuelas