Pages that link to "Item:Q5222349"
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The following pages link to Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349):
Displayed 3 items.
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
- Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)