Pages that link to "Item:Q1658388"
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The following pages link to Numerical implementation of the QuEST function (Q1658388):
Displaying 14 items.
- QuEST (Q54488) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993) (← links)
- Subordination methods for free deconvolution (Q2028948) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Random matrix improved covariance estimation for a large class of metrics* (Q5857459) (← links)
- Risk budgeting portfolios from simulations (Q6096628) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
