On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix |
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On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (English)
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8 October 2014
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optimal linear shrinkage estimator
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strong convergence
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large dimensional covariance matrix
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random matrix theory
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