Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).
|Author||Pratik Ramprasad [aut, cre]|
|Date of publication||2016-04-12 00:55:21|
|Maintainer||Pratik Ramprasad <[email protected]>|
|Package repository||View on CRAN|
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