ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1308.2608
  4. Cited By
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for
  Large Dimensional Covariance Matrix
v1v2 (latest)

On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix

12 August 2013
Taras Bodnar
Arjun K. Gupta
Nestor Parolya
ArXiv (abs)PDFHTML

Papers citing "On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix"

5 / 5 papers shown
Title
Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
Damir Filipović
P. Schneider
51
0
0
29 Oct 2024
Nonparametric estimate of spectral density functions of sample
  covariance matrices: A first step
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step
Bing-Yi Jing
G. Pan
Q. Shao
Wang Zhou
120
30
0
14 Nov 2012
Adaptive covariance matrix estimation through block thresholding
Adaptive covariance matrix estimation through block thresholding
By T. Tony Cai
M. Yuan
93
129
0
02 Nov 2012
Large Covariance Estimation by Thresholding Principal Orthogonal
  Complements
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
Jianqing Fan
Yuan Liao
Martina Mincheva
139
855
0
30 Dec 2011
Estimation of high-dimensional low-rank matrices
Estimation of high-dimensional low-rank matrices
Angelika Rohde
Alexandre B. Tsybakov
266
382
0
29 Dec 2009
1