Pages that link to "Item:Q321913"
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The following pages link to Linear shrinkage estimation of large covariance matrices using factor models (Q321913):
Displaying 11 items.
- Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Weighted covariance matrix estimation (Q2002720) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES (Q4483762) (← links)
- (Q5011447) (← links)
- Covariance estimation and algorithm implementation of hedge fund distributional-replicating approach (Q5195719) (← links)
