A short proof of Ledoit-P\'ech\'e's RIE formula for covariance matrices (Q6388297)
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scientific article; zbMATH DE number 900565247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A short proof of Ledoit-P\'ech\'e's RIE formula for covariance matrices |
scientific article; zbMATH DE number 900565247 |
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14 January 2022
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math.PR
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