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1 Ergebnisse
1
ANALYTICAL NONLINEAR SHRINKAGE OF LARGE-DIMENSIONAL COVARIA..:
Ledoit, Olivier
;
Wolf, Michael
The Annals of Statistics. 48 (2020) 5 - p. 3043-3065 , 2020
Link:
https://www.jstor.org/stable/27028732
RT Journal T1
ANALYTICAL NONLINEAR SHRINKAGE OF LARGE-DIMENSIONAL COVARIANCE MATRICES
UL https://suche.suub.uni-bremen.de/peid=jstor-27028732&Exemplar=1&LAN=DE A1 Ledoit, Olivier A1 Wolf, Michael PB Institute of Mathematical Statistics YR 2020 SN 0090-5364 SN 2168-8966 JF The Annals of Statistics VO 48 IS 5 SP 3043 OP 3065 LK http://dx.doi.org/https://www.jstor.org/stable/27028732 DO https://www.jstor.org/stable/27028732 SF ELIB - SuUB Bremen
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