Optimal Linear Shrinkage Estimator for Large Dimensional Precision
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Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix

5 August 2013

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Papers citing "Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix"

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Title
Testing Sparsity Assumptions in Bayesian Networks Luke Duttweiler Sally W. Thurston A. Almudevar 53 0 0 12 Jul 2023
High-dimensional Precision Matrix Estimation with a Known Graphical Structure Thi-Tinh-Minh Le Pingshou Zhong 48 6 0 28 Jun 2021
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio Taras Bodnar Nestor Parolya Erik Thorsén 42 5 0 03 Jun 2021
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning Lin Liu Rajarshi Mukherjee J. M. Robins CML 71 16 0 07 Aug 2020
Statistical inference for the EU portfolio in high dimensions Taras Bodnar Solomiia Dmytriv Yarema Okhrin Nestor Parolya W. Schmid 21 14 0 10 May 2020
Optimal Covariance Estimation for Condition Number Loss in the Spiked Model D. Donoho Behrooz Ghorbani 141 7 0 17 Oct 2018
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting Taras Bodnar Solomiia Dmytriv Nestor Parolya W. Schmid 41 25 0 26 Oct 2017
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 51 36 0 13 Aug 2017
Discriminant analysis in small and large dimensions Taras Bodnar S. Mazur E. Ngailo Nestor Parolya 54 7 0 08 May 2017
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions Taras Bodnar S. Mazur Nestor Parolya 48 14 0 17 Feb 2016
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix Taras Bodnar Holger Dette Nestor Parolya 45 12 0 21 Sep 2015
Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications Taras Bodnar M. Reiß 85 16 0 02 Jul 2014