Nonlinear shrinkage test on a large‐dimensional covariance matrix

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Taras Bodnar, Nestor Parolya, Frederik Veldman
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Statistica Neerlandica
Online Access:	Acceder al recurso
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Description
DOI:	10.1111/stan.12348

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