Linear shrinkage estimation of large covariance matrices using factor models.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/ma/IkedaK16
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/ma/IkedaK16
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Tatsuya_Kubokawa
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Yuki_Ikeda
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1016%2Fj.jmva.2016.08.001
>
foaf:
homepage
<
https://doi.org/10.1016/j.jmva.2016.08.001
>
dc:
identifier
DBLP journals/ma/IkedaK16
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1016%2Fj.jmva.2016.08.001
(xsd:string)
dcterms:
issued
2016
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/ma
>
rdfs:
label
Linear shrinkage estimation of large covariance matrices using factor models.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Tatsuya_Kubokawa
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Yuki_Ikeda
>
swrc:
pages
61-81
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/ma/IkedaK16/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/ma/IkedaK16
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/ma/ma152.html#IkedaK16
>
rdfs:
seeAlso
<
https://doi.org/10.1016/j.jmva.2016.08.001
>
dc:
title
Linear shrinkage estimation of large covariance matrices using factor models.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
152
(xsd:string)