Pages that link to "Item:Q3566542"

The following pages link to Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements (Q3566542):

Displaying 15 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• Limiting spectral distribution of normalized sample covariance matrices with \(p/n\to 0\) (Q1950660) (← links)
• On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products (Q2082643) (← links)
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
• The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries (Q2832658) (← links)
• On the spectral density of large sample covariance matrices with Markov dependent columns (Q2923172) (← links)
• (Q3180605) (← links)
• (Q4221399) (← links)
• Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
• Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835) (← links)
• A local moment estimator of the spectrum of a large dimensional covariance matrix (Q5413288) (← links)
• On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
• Marchenko–Pastur law with relaxed independence conditions (Q6063726) (← links)
• Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)