Pages that link to "Item:Q149570"

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

Displaying 38 items.

• LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
• Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
• Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
• (Q5216369) (← links)
• Nonlinear shrinkage estimation of large integrated covariance matrices (Q5384486) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
• Filtering time-dependent covariance matrices using time-independent eigenvalues (Q5880290) (← links)
• Irrational Exuberance: Correcting Bias in Probability Estimates (Q5881099) (← links)
• A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
• A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)
• Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
• Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
• Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
• Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint (Q6108639) (← links)
• Predicting the Global Minimum Variance Portfolio (Q6149858) (← links)
• Fast randomized numerical rank estimation for numerically low-rank matrices (Q6154411) (← links)
• Long random matrices and tensor unfolding (Q6180391) (← links)
• A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
• Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
• Shrinkage estimators for shape parameter of Gompertz distribution (Q6537367) (← links)
• Tensor canonical correlation analysis (Q6541528) (← links)
• Optimal modeling of nonlinear systems: method of variable injections (Q6563254) (← links)
• When scattering transform meets non-Gaussian random processes, a double scaling limit result (Q6565326) (← links)
• Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
• Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
• Are minimum variance portfolios in multi-factor models long in low-beta assets? (Q6594803) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
• High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
• High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector (Q6616195) (← links)
• A Nodewise Regression Approach to Estimating Large Portfolios (Q6617775) (← links)
• High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
• A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
• Dynamic Peer Groups of Arbitrage Characteristics (Q6626211) (← links)
• Large Dynamic Covariance Matrices (Q6634867) (← links)
• Comment: Ridge Regression and Regularization of Large Matrices (Q6636563) (← links)