Pages that link to "Item:Q1668581"

The following pages link to A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581):

Displaying 2 items.

• Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)