A Well-Conditioned Estimator For Large-Dimensional Covariance Matrices

·2004·DOI
Engineering and Technology
Engineering and Modeling Sciences
Statistical Modeling Techniques
Nonparametric and Sparse Methods

Role in the Field

Neutralin Engineering and Technology
Neutralin Engineering and Modeling Sciences
Neutralin Statistical Modeling Techniques
Neutralin Nonparametric and Sparse Methods

Abstract

Citations

1,983

Year

2004

PageRank

4.0 / 10

Relative influence (log-scaled)

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