Optimal Estimation of a Large-Dimensional Covariance Matrix Under Stein's Loss
Year of publication: |
2017
|
---|---|
Authors: | Ledoit, Olivier |
Other Persons: | Wolf, Michael (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (64 p) |
---|---|
Series: | University of Zurich, Department of Economics, Working Paper ; No. 122, Revised version |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2264903 [DOI] |
Classification: | C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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