Pages that link to "Item:Q2482137"

The following pages link to Sample covariance shrinkage for high dimensional dependent data (Q2482137):

Displaying 8 items.

• Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
• Estimation in High-Dimensional Analysis and Multivariate Linear Models (Q3006260) (← links)
• Large‐scale covariate‐assisted two‐sample inference under dependence (Q5887767) (← links)
• Are minimum variance portfolios in multi-factor models long in low-beta assets? (Q6594803) (← links)