Pages that link to "Item:Q268760"

The following pages link to Direct shrinkage estimation of large dimensional precision matrix (Q268760):

Displaying 25 items.

• An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
• Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201) (← links)
• On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
• Shrinking characteristics of precision matrix estimators (Q4561011) (← links)
• A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
• A direct method to Frobenius norm-based matrix regression (Q5030599) (← links)
• The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (Q5088000) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
• (Q5216369) (← links)
• Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
• Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
• Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks (Q6094098) (← links)
• Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
• Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)