Author:
Ledoit Olivier,Wolf Michael
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference26 articles.
1. S.A. Aivazyan, I.S. Yenukov, L.D. Meshalkin, Applied Statistics, Reference Edition M., Finances and Statistics, 1985 (Russian).
2. Limit of the smallest eigenvalue of a large dimensional sample covariance matrix;Bai;Ann. Probab.,1993
3. The number of factors in security returns;Brown;J. Finance,1989
4. Estimation of a covariance matrix under Stein's loss;Dey;Ann. Statist.,1985
5. G-analysis of observations of enormous dimensionality;Girko;Calculative Appl. Math.,1986
Cited by
1833 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