Pages that link to "Item:Q2451793"
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The following pages link to Design-free estimation of variance matrices (Q2451793):
Displaying 9 items.
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
- (Q4659639) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)