Mens: Nonlinear shrinkage estimation in nonparanormal models for financial applications¶
作者: Hamid Karamikabir (Department of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, Iran), Mohammad Arashi (Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran)
主题: 高维统计 / 随机矩阵
相关性: 6/10
链接: https://arxiv.org/abs/2607.19825
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