Pages that link to "Item:Q1931868"
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The following pages link to Gaussian fluctuations for sample covariance matrices with dependent data (Q1931868):
Displaying 5 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI (Q4610171) (← links)
- Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
