Pages that link to "Item:Q2068898"

The following pages link to Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898):

Displaying 2 items.

• Estimation of sparse covariance matrix via non-convex regularization (Q6536688) (← links)
• Ridge estimation of covariance matrix from data in two classes. (Q6584362) (← links)