Olivier Ledoit

According to our database¹, Olivier Ledoit authored at least 3 papers between 2015 and 2021.

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2021

Shrinkage estimation of large covariance matrices: Keep it simple, statistician?

[BibT_eX]

[DOI]

J. Multivar. Anal., 2021

2017

Numerical implementation of the QuEST function.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2017

2015

Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2015