Pages that link to "Item:Q1697678"
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The following pages link to A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678):
Displaying 4 items.
- A new estimator of covariance matrix (Q645623) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)