High-dimensional covariance matrix estimation : Shrinkage toward a diagonal target / Sakai Ando and Mingmei Xiao

By: Contributor(s): Material type: TextTextSeries: IMF working papers ; 23/257Publication details: Washington IMF 2023Description: 32pSubject(s): Online resources:
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Item type Current library Status Barcode
Working Papers (Electronic) Working Papers (Electronic) IGIDR Available E37740

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