nlshrink

swMATH39617CRANnlshrinkMaRDI QIDQ55317FDOQ55317

Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

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

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