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Sieve Variance Correction of Joint Estimates #195

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olivierlabayle opened this issue Sep 5, 2024 · 0 comments
Open

Sieve Variance Correction of Joint Estimates #195

olivierlabayle opened this issue Sep 5, 2024 · 0 comments

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@olivierlabayle
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This is not really supported at the moment, they are split in their one-dimensional components. I suppose we could use the covariance matrix with the highest norm for a direct support?
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