Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance

Steland, Ansgar (Corresponding author)

Berlin [u.a.] : Springer (2018)
Contribution to a book, Journal Article

In: Statistical papers
Volume: 59
Issue: 4
Page(s)/Article-Nr.: 1441-1462

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]