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Volumn 38, Issue 13 SPEC. ISS., 2007, Pages 4079-4088

Shrinkage and spectral filtering of correlation matrices: A comparison via the Kullback-Leibler distance

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL EFFICIENCY; CORRELATION METHODS; GAUSSIAN DISTRIBUTION; MATRIX ALGEBRA; MULTIVARIABLE SYSTEMS;

EID: 38549108437     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (22)

References (19)
  • 19
    • 38549157125 scopus 로고    scopus 로고
    • G. Biroli, J.-P. Bouchaud, M. Potters, Acta Phys. Pol. B 38, 4009 (2007), these proceedings.
    • G. Biroli, J.-P. Bouchaud, M. Potters, Acta Phys. Pol. B 38, 4009 (2007), these proceedings.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.