Covariance Matrix Estimation
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-33383-0_3
Reference21 articles.
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3. Bishop, C.M.: Pattern Recognition and Machine Learning (Information Science and Statistics). Springer (2007)
4. Sharpe, W.F.: A simplified model for portfolio analysis. Manag. Sci. 9(1), 277–293 (1963)
5. Brys, T., Drugan, M.M., Bosman, P.A.N., Cock, M.D., Nowé, A.: Solving satisfiability in fuzzy logics by mixing CMA-ES. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2013, pp. 1125–1132 (2013)
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