LSE creators

Number of items: 2.
2017
  • Lam, Clifford, Feng, Phoenix, Hu, Charlie (2017). Nonlinear shrinkage estimation of large integrated covariance matrices. Biometrika, 104(2), 481-488. https://doi.org/10.1093/biomet/asx021
    • 2016
  • Hu, Qilin (2016). Autocorrelation-based factor analysis and nonlinear shrinkage estimation of large integrated covariance matrix [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.qiadcqgcb739