Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570)
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scientific article; zbMATH DE number 6073784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear shrinkage estimation of large-dimensional covariance matrices |
scientific article; zbMATH DE number 6073784 |
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1 April 2012
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29 August 2012
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Nonlinear shrinkage estimation of large-dimensional covariance matrices (English)
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large-dimensional asymptotics
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nonlinear shrinkage
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rotation equivariance
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