EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"variance matrices"
Narrow search

Narrow search

Year of publication
Subject
All
ill-conditioning 1 mean absolute deviations 1 mean squared error 1 resampling 1 variance matrices 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Abadir, Karim M. 1 Distaso, Walter 1 Žikeš, Filip 1
Institution
All
Rimini Centre for Economic Analysis (RCEA) 1
Published in...
All
Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Model-Free Estimation of Large Variance Matrices
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip - Rimini Centre for Economic Analysis (RCEA) - 2010
This paper introduces a new method for estimating large variance matrices. Starting from the orthogonal decomposition …
Persistent link: https://www.econbiz.de/10008504407
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...