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Bun, Joël; Bouchaud, Jean-Philippe; Potters, Marc Cleaning large correlation matrices: tools from random matrix theory. (English) Zbl 1359.15031 Phys. Rep. 666, 1-109 (2017). MSC: 15B52 62G05 91G10 62P05 PDFBibTeX XMLCite \textit{J. Bun} et al., Phys. Rep. 666, 1--109 (2017; Zbl 1359.15031) Full Text: DOI arXiv