On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655)
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scientific article; zbMATH DE number 6352259
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| English | On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix |
scientific article; zbMATH DE number 6352259 |
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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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0.8654781579971313
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0.8493959903717041
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0.8452600240707397
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0.8427133560180664
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