nlshrink

MaRDI QIDQ55317swMATHCRANFDO

Authors Pratik Ramprasad

Last update 12 April 2016

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.1

Official website https://cran.r-project.org/web/packages/nlshrink/index.html

Source code repository https://github.com/cran/nlshrink

Cited in

(13)

• Mosek.jl
• SamplingRB
• BatchGetSymbols
• POET
• CovTools
• origami
• ARCHModels.jl
• QuEST
• cvCovEst
• CSCDRNA
• Copula shrinkage and portfolio allocation in ultra-high dimensions
• riskParityPortfolio
• xdcclarge

This page was built for software: nlshrink