Pages that link to "Item:Q149570"

The following pages link to Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570):

Displaying 50 items.

• Some properties of portfolios constructed from principal components of asset returns (Q2103515) (← links)
• The Stein effect for Fréchet means (Q2112836) (← links)
• Low-rank multi-parametric covariance identification (Q2114111) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
• Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902) (← links)
• Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
• On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning (Q2218090) (← links)
• Principal regression for high dimensional covariance matrices (Q2233571) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Multi-asset scenario building for trend-following trading strategies (Q2241067) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
• Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
• Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
• Diversified minimum-variance portfolios (Q2351637) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Bayesian estimation of a bounded precision matrix (Q2443264) (← links)
• Design-free estimation of variance matrices (Q2451793) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
• Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
• High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• A test for Kronecker product structure covariance matrix (Q2688652) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block (Q2805267) (← links)
• Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201) (← links)
• Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
• Optimal trading strategies—a time series approach (Q3302654) (← links)
• Analytic solution to variance optimization with no short positions (Q3302932) (← links)
• Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
• Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067) (← links)
• Geodesically Parameterized Covariance Estimation (Q4986827) (← links)
• (Q5011447) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
• Efficient cluster-based portfolio optimization (Q5082777) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)