Authors: Olivier Ledoit Olivier Ledoit

Citation: Olivier Ledoit et Olivier Ledoit, NONLINEAR SHRINKAGE ESTIMATION OF LARGE-DIMENSIONAL COVARIANCE MATRICES, Annals of statistics , 40(2), 2012, pp. 1024-1060

Authors: Olivier Ledoit Michael Wolf

Citation: Olivier Ledoit et Michael Wolf, Analytical nonlinear shrinkage of large-dimensional covariance matrices, Annals of statistics , 48(5), 2020, pp. 3043-3065