User menu

Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage

Bibliographic reference Steland, Ansgar ; von Sachs, Rainer. Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage. ISBA Discussion Paper ; 2016/38 (2016) 40 pages
Permanent URL http://hdl.handle.net/2078.1/179267