Pages that link to "Item:Q2832658"
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The following pages link to The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries (Q2832658):
Displaying 11 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
- On the spectral density of large sample covariance matrices with Markov dependent columns (Q2923172) (← links)
- (Q3180605) (← links)
- Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements (Q3566542) (← 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)
- 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)
