Pages that link to "Item:Q1668581"
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The following pages link to A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581):
Displaying 4 items.
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Nonlinear shrinkage estimation of large integrated covariance matrices (Q5384486) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
