Pages that link to "Item:Q2137029"
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The following pages link to Quadratic shrinkage for large covariance matrices (Q2137029):
Displaying 10 items.
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Improved estimation of a covariance matrix under quadratic loss (Q1117642) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Shrinkage Algorithms for MMSE Covariance Estimation (Q4570555) (← links)
- (Q5216369) (← links)
- Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187) (← links)
- High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector (Q6616195) (← links)
- Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS (Q6657696) (← links)
