Pages that link to "Item:Q2215772"
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The following pages link to Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772):
Displaying 24 items.
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Fitting Laplacian regularized stratified Gaussian models (Q2147926) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- Nonlinear shrinkage estimation of large integrated covariance matrices (Q5384486) (← links)
- Fast randomized numerical rank estimation for numerically low-rank matrices (Q6154411) (← links)
- Bridging factor and sparse models (Q6183755) (← links)
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
- Dynamic currency hedging with non-Gaussianity and ambiguity (Q6546319) (← links)
- Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← 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)
- Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
- On the Combination of Naive and Mean-Variance Portfolio Strategies (Q6626255) (← links)
- Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)
