Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518)
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scientific article; zbMATH DE number 6341252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators |
scientific article; zbMATH DE number 6341252 |
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Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (English)
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8 September 2014
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random matrix theory
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robust estimation
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linear shrinkage
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