Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
Crossref DOI link: https://doi.org/10.1007/s00362-018-1040-y
Published Online: 2018-09-17
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Steland, Ansgar
Funding for this research was provided by:
Deutsche Forschungsgemeinschaft (STE 1034/11-1)
Text and Data Mining valid from 2018-09-17
Article History
Received: 15 March 2018
Revised: 27 August 2018
First Online: 17 September 2018