nlshrink

swMATH39617CRANnlshrinkMaRDI QIDQ55317

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

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

Related Items (3)

CSCDRNA ⋮ xdcclarge ⋮ Copula shrinkage and portfolio allocation in ultra-high dimensions

This page was built for software: nlshrink