Pages that link to "Item:Q1757253"
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The following pages link to Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253):
Displaying 4 items.
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← links)
- Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
