Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570): Difference between revisions
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| Property / DOI: 10.1214/12-AOS989 / rank | |||||||||||||||
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29 August 2012
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| Property / publication date: 29 August 2012 / rank | |||||||||||||||
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| Property / author: Olivier Ledoit / rank | |||||||||||||||
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| Property / author: Michael Wolf / rank | |||||||||||||||
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Nonlinear shrinkage estimation of large-dimensional covariance matrices (English) | |||||||||||||||
| Property / title: Nonlinear shrinkage estimation of large-dimensional covariance matrices (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1274.62371 / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/1207.5322 / rank | |||||||||||||||
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| Property / full work available at URL: https://projecteuclid.org/euclid.aos/1342625460 / rank | |||||||||||||||
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Revision as of 16:52, 21 June 2023
scientific article
| Language | Label | Description | Also known as |
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| English | Nonlinear shrinkage estimation of large-dimensional covariance matrices |
scientific article |
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1 April 2012
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29 August 2012
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Nonlinear shrinkage estimation of large-dimensional covariance matrices (English)
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