Pages that link to "Item:Q521794"
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The following pages link to Cleaning large correlation matrices: tools from random matrix theory (Q521794):
Displaying 6 items.
- Antagonistic interactions can stabilise fixed points in heterogeneous linear dynamical systems (Q6593848) (← links)
- Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
- Freeness of type B and conditional freeness for random matrices (Q6609516) (← links)
- Matrix denoising: Bayes-optimal estimators via low-degree polynomials (Q6635291) (← links)
- Risk budgeting portfolios: existence and computation (Q6641077) (← links)
- Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS (Q6657696) (← links)