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Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices

Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices

Taras Bodnar
Nestor Parolya
ArXiv (abs)PDFHTML

Papers citing "Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices"

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Title
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
Taras Bodnar
Nestor Parolya
Erik Thorsén
42
5
0
03 Jun 2021