Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices (English)
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- New search for: Ledoit, Olivier
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2011
- Paper / Electronic Resource
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Title:Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices
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Contributors:Ledoit, Olivier ( author ) / Wolf, Michael ( author )
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Publication date:2011-12-01
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Remarks:Ledoit, Olivier; Wolf, Michael (2011). Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices. Working paper series / Institute for Empirical Research in Economics No. 515, University of Zurich.
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DOI:
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Type of media:Paper
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Type of material:Electronic Resource
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Language:English
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DDC: 519 -
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