The following pages link to Olivier Ledoit (Q447846):
Displaying 12 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- CRASHES AS CRITICAL POINTS (Q3523555) (← links)
- A novel estimator of Earth's curvature (allowing for inference as well) (Q6128447) (← links)
