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Comparison among High Dimensional Covariance Matrix Estimation Methods

Fuente: Redalyc

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Detalles Bibliográficos
Autor principal:	Karoll Gómez
Formato:	Artículo científico
Lenguaje:	en
Publicado:	Universidad Nacional de Colombia 2011
Materias:	Física, Astronomía y Matemáticas Shrinkage Covariance matrix High dimensional data Portfolio optimization Penalized least squares
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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