Sample Covariance Shrinkage for High Dimensional Dependent Dat

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	949-967
Number of pages	19
Journal	Journal of Multivariate Analysis
Volume	99
DOIs	https://doi.org/10.1016/j.jmva.2007.06.004
Publication status	Published - 2008

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@article{4493cc2153a64611b8709b9c83f760cf,

title = "Sample Covariance Shrinkage for High Dimensional Dependent Dat",

author = "Alessio Sancetta",

year = "2008",

doi = "10.1016/j.jmva.2007.06.004",

language = "English",

volume = "99",

pages = "949--967",

journal = "Journal of Multivariate Analysis",

issn = "1095-7243",

publisher = "Academic Press Inc.",

}