Olivier Ledoit

Available identifiers

Publication	Date of Publication	Type
Large Dynamic Covariance Matrices	2024-11-08	Paper
A novel estimator of Earth's curvature (allowing for inference as well)	2024-04-15	Paper
Quadratic shrinkage for large covariance matrices	2022-05-16	Paper
Shrinkage estimation of large covariance matrices: keep it simple, statistician?	2021-10-28	Paper
Analytical nonlinear shrinkage of large-dimensional covariance matrices	2020-12-14	Paper
Numerical implementation of the QuEST function	2018-08-14	Paper
Optimal estimation of a large-dimensional covariance matrix under Stein's loss	2018-05-18	Paper
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions	2015-06-18	Paper
Nonlinear shrinkage estimation of large-dimensional covariance matrices	2012-08-29	Paper
Nonlinear shrinkage estimation of large-dimensional covariance matrices	2012-04-01	Paper
Eigenvectors of some large sample covariance matrix ensembles	2011-11-07	Paper
CRASHES AS CRITICAL POINTS	2008-09-03	Paper
A well-conditioned estimator for large-dimensional covariance matrices	2004-02-03	Paper
A well-conditioned estimator for large-dimensional covariance matrices	2004-02-01	Paper
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2002-11-14	Paper

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