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]
Statistical papers
Volume: 59
Issue: 4
Page(s): 1441-1462
Identifier
- DOI: 10.1007/s00362-018-1040-y
- REPORT NUMBER: RWTH-2018-231848