• Media type: E-Article
  • Title: Nonlinear shrinkage estimation of large integrated covariance matrices
  • Contributor: Lam, Clifford; Feng, Phoenix; Hu, Charlie
  • Published: Oxford University Press (OUP), 2017
  • Published in: Biometrika, 104 (2017) 2, Seite 481-488
  • Language: English
  • DOI: 10.1093/biomet/asx021
  • ISSN: 0006-3444; 1464-3510
  • Origination:
  • Footnote: