Pages that link to "Item:Q5384486"
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The following pages link to Nonlinear shrinkage estimation of large integrated covariance matrices (Q5384486):
Displaying 11 items.
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- Nonlinear GCV and quasi-GCV for shrinkage models (Q1772677) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
