Pages that link to "Item:Q2215772"

The following pages link to Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772):

Displaying 11 items.

• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
• Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Fitting Laplacian regularized stratified Gaussian models (Q2147926) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
• Fast randomized numerical rank estimation for numerically low-rank matrices (Q6154411) (← links)
• Bridging factor and sparse models (Q6183755) (← links)