Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

From MaRDI portal
Publication:1639677

DOI10.1016/j.spa.2017.10.007zbMath1391.60061arXiv1711.01835OpenAlexW2601695767MaRDI QIDQ1639677

Rainer von Sachs, Ansgar Steland

Publication date: 13 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01835




Related Items (3)


Uses Software


Cites Work


This page was built for publication: Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage