JOURNAL ARTICLE
Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices
Year: 2011 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Shrinkage Covariance Nonlinear system Mathematics Estimation Estimation of covariance matrices Statistics Covariance matrix Applied mathematics Econometrics Engineering Physics
Metrics
106
Cited By
0.00
FWCI (Field Weighted Citation Impact)
36
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Random Matrices and Applications
Physical Sciences → Mathematics → Statistics and Probability
Matrix Theory and Algorithms
Physical Sciences → Computer Science → Computational Theory and Mathematics
Blind Source Separation Techniques
Physical Sciences → Computer Science → Signal Processing
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