Pages that link to "Item:Q458655"

The following pages link to On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655):

Displaying 22 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← 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)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Semiparametric estimation of the high-dimensional elliptical distribution (Q2692920) (← links)
• On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• On Parameter Estimation for High Dimensional Errors-in-Variables Models (Q5141233) (← links)
• Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
• (Q5216369) (← links)
• Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
• Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187) (← links)
• Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)