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Ledoit-Wolf linear shrinkage with unknown mean

Ledoit-Wolf linear shrinkage with unknown mean

14 April 2023
Benoit Oriol
Alexandre Miot
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Papers citing "Ledoit-Wolf linear shrinkage with unknown mean"

1 / 1 papers shown
Title
Analysis of a multi-target linear shrinkage covariance estimator
Analysis of a multi-target linear shrinkage covariance estimator
Benoit Oriol
75
0
0
13 Mar 2025
1