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Direct covariance matrix estimation with compositional data
Molstad, Aaron J., Ekvall, Karl Oskar, Suder, Piotr M.
Published in ELECTRONIC JOURNAL OF STATISTICS (01.01.2024)
Published in ELECTRONIC JOURNAL OF STATISTICS (01.01.2024)
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Journal Article
Publication
Covariance matrix estimation for left-censored data
Pesonen, Maiju, Pesonen, Henri, Nevalainen, Jaakko
Published in Computational statistics & data analysis (01.12.2015)
Published in Computational statistics & data analysis (01.12.2015)
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Journal Article
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
DeMiguel, Victor, Garlappi, Lorenzo, Nogales, Francisco J, Uppal, Raman
Published in Management science (01.05.2009)
Published in Management science (01.05.2009)
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Journal Article
Review Papers for Journal of Risk and Financial Management (JRFM)
Year of Publication 2020
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eBook
Publication
Transferring Subspaces Between Subjects in Brain--Computer Interfacing
Samek, Wojciech, Meinecke, Frank C., Muller, Klaus-Robert
Published in IEEE transactions on biomedical engineering (01.08.2013)
Published in IEEE transactions on biomedical engineering (01.08.2013)
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Journal Article