Author:
Ledoit Olivier,Wolf Michael
Reference44 articles.
1. Direct shrinkage estimation of large dimensional precision matrix;T Bodnar;Special Issue on Statistical Models and Methods for High or Infinite Dimensional Spaces,2016
2. High-resolution frequency-wavenumber spectrum analysis;J Capon;Proceedings of the IEEE,1969
3. Tests for high-dimensional covariance matrices;S X Chen;Journal of the American Statistical Association,2010
4. Shrinkage estimation of high dimensional covariance matrices;Y Chen;IEEE International Conference on Acoustics, Speech, and Signal Processing,2009
5. Robust shrinkage estimation of high-dimensional covariance matrices;Y Chen;IEEE Transactions on Signal Processing,2011
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献