Funder
University of California Berkeley
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
2 articles.
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1. James–Stein for the leading eigenvector;Proceedings of the National Academy of Sciences;2023-01-05
2. Multiple Anchor Point Shrinkage for the Sample Covariance Matrix;SIAM Journal on Financial Mathematics;2022-08-24