Estimation of Large Correlation Matrix with Shrinking Methods
Year of publication: |
2016
|
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Authors: | Posch, Peter N. |
Other Persons: | Ullmann, Daniel (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2749647 [DOI] |
Classification: | C13 - Estimation ; c55 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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