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Peer-reviewedLicence not statedApplied and Computational Harmonic Analysis

Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices

  • Xiucai Ding1
  • Yun Li2
  • Fan Yang3,4
4 affiliations
  1. 1Department of Statistics, University of California, Davis, CA, USA
  2. 2School of Mathematical Sciences, Nankai University, Tianjin, China
  3. 3Beijing Institute of Mathematical Sciences and Applications, Beijing, China
  4. 4Yau Mathematical Sciences Center, Tsinghua University, Beijing, China
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Cite

BibTeXRIS
BibTeX
@article{ding2026eigenvector,
  title = {{Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices}},
  author = {Xiucai Ding and Yun Li and Fan Yang},
  journal = {Applied and Computational Harmonic Analysis},
  year = {2026},
  month = sep,
  doi = {10.1016/j.acha.2026.101940},
  url = {http://arxiv.org/abs/2404.14751},
}
RIS
TY  - JOUR
TI  - Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
AU  - Xiucai Ding
AU  - Yun Li
AU  - Fan Yang
PY  - 2026
DA  - 2026/09/30
JO  - Applied and Computational Harmonic Analysis
DO  - 10.1016/j.acha.2026.101940
UR  - http://arxiv.org/abs/2404.14751
SN  - 1063-5203
SN  - 1096-603X
ER  -