Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications

23 March 2024

Papers citing "Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications"

5 / 5 papers shown

Title
Two is better than one: Regularized shrinkage of large minimum variance portfolio Taras Bodnar Nestor Parolya Erik Thorsén 74 3 0 14 Feb 2022
Large sample autocovariance matrices of linear processes with heavy tails Johannes Heiny T. Mikosch 50 6 0 14 Jan 2020
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 42 36 0 13 Aug 2017
Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnar Yarema Okhrin Nestor Parolya 41 45 0 07 Nov 2016
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 94 197 0 14 Feb 2011