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DUARTE SILVA, A.P. - High-dimensional classification in the presence of correlation: a factor-model approach. In COMPSTAT 2010 - 19TH INTERNATIONAL CONFERENCE ON COMPUTATIONAL STATISTICS, Paris, France, 22-27 August, 2010. 16 p.
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Conservatoire National des Arts et Métiers and INRIA, the french National Institute for research in computer science and control