Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix

21 September 2015

Papers citing "Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix"

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Title
Fluctuations of the diagonal entries of a large sample precision matrix Nina Dórnemann Holger Dette 446 1 0 01 Nov 2022
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting Taras Bodnar Solomiia Dmytriv Nestor Parolya W. Schmid 48 25 0 26 Oct 2017