Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570)

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Nonlinear shrinkage estimation of large-dimensional covariance matrices
scientific article

    Statements

    volume
    40
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    issue
    2
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    publication date
    1 April 2012
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    author
    Olivier Ledoit
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    Michael Wolf
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    Identifiers

    DOI
    10.1214/12-aos989
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