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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
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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
Damir Filipović
P. Schneider
51
0
0
29 Oct 2024
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step
Bing-Yi Jing
G. Pan
Q. Shao
Wang Zhou
122
30
0
14 Nov 2012
Adaptive covariance matrix estimation through block thresholding
By T. Tony Cai
M. Yuan
95
129
0
02 Nov 2012
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
Angelika Rohde
Alexandre B. Tsybakov
266
382
0
29 Dec 2009
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