Quadratic shrinkage for large covariance matrices (Q2137029)
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scientific article; zbMATH DE number 7526596
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| English | Quadratic shrinkage for large covariance matrices |
scientific article; zbMATH DE number 7526596 |
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Quadratic shrinkage for large covariance matrices (English)
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16 May 2022
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inverse shrinkage
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kernel estimation
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large-dimensional asymptotics
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signal amplitude
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Stein shrinkage
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