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Citation: Wang, Yazhen et Zou, Jian, Vast volatility matrix estimation for high-frequency financial data, Annals of statistics , 38(2), 2010, pp. 943-978

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Citation: Shao, Jun et al., Sparse linear discriminant analysis by thresholding for high dimensional data, Annals of statistics , 39(2), 2011, pp. 1241-1265