Pages that link to "Item:Q1933734"
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The following pages link to Error covariance matrix estimation using ridge estimator (Q1933734):
Displaying 5 items.
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Computation of the factorized error covariance of the difference between correlated estimators (Q3352950) (← links)
- Regularized covariance matrix estimation in high dimensional approximate factor models (Q6540874) (← links)
