Pages that link to "Item:Q2237812"

The following pages link to Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812):

Displaying 13 items.

• Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
• Nonlinear shrinkage estimation of large integrated covariance matrices (Q5384486) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
• Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)