Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Multiple Anchor Point Shrinkage for the Sample Covariance Matrix."

Hubeyb Gurdogan, Alec N. Kercheval (2022)

> Home

Details and statistics

DOI: 10.1137/21M1446411

access: closed

type: Journal Article

metadata version: 2023-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/GurdoganK22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/GurdoganK22
Hubeyb Gurdogan, Alec N. Kercheval:
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix. SIAM J. Financial Math. 13(3): 1112-1143 (2022)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.