Pages that link to "Item:Q268760"
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The following pages link to Direct shrinkage estimation of large dimensional precision matrix (Q268760):
Displaying 12 items.
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
