Frederik Veldman

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All published works

Action	Title	Year	Authors
+	Nonlinear shrinkage test on a large‐dimensional covariance matrix	2024	Taras Bodnar Nestor Parolya Frederik Veldman
+	Linear Shrinkage-Based Hypothesis Test for Large-Dimensional Covariance Matrix	2024	Taras Bodnar Nestor Parolya Frederik Veldman

Common Coauthors

Coauthor	Papers Together
Taras Bodnar	2
Nestor Parolya	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Testing for independence of large dimensional vectors	2019	Taras Bodnar Holger Dette Nestor Parolya	2
+ PDF Chat	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2002	Olivier Ledoit Michael Wolf	2
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	2
+	An Introduction to Multivariate Statistical Analysis.	1985	C. J. Skinner T. W. Anderson	2
+	On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix	2014	Taras Bodnar Arjun K. Gupta Nestor Parolya	2
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi	1
+ PDF Chat	Random matrix theory in statistics: A review	2013	Debashis Paul Alexander Aue	1
+	Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing	2015	Shurong Zheng Zhidong Bai Jianfeng Yao	1
+	Some optimal multivariate tests	1971	S. John	1
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava	1
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	1
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	1
+	A new test for sphericity of the covariance matrix for high dimensional data	2010	Thomas J. Fisher Xiaoqian Sun Colin Gallagher	1
+ PDF Chat	Estimation of a Covariance Matrix under Stein's Loss	1985	Dipak K. Dey Cidambi Srinivasan	1
+ PDF Chat	On Some Test Criteria for Covariance Matrix	1973	Hisao Nagao	1
+	Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data	2008	Tatsuya Kubokawa Muni S. Srivastava	1
+	Direct shrinkage estimation of large dimensional precision matrix	2015	Taras Bodnar Arjun K. Gupta Nestor Parolya	1
+ PDF Chat	Some New Test Criteria in Multivariate Analysis	1955	K. C. S. Pillai	1
+	On Some Tests of the Covariance Matrix Under General Conditions	2006	Arjun K. Gupta Jin Xu	1
+	An exact test about the covariance matrix	2014	Arjun K. Gupta Taras Bodnar	1
+	Optimal shrinkage estimator for high-dimensional mean vector	2018	Taras Bodnar Ostap Okhrin Nestor Parolya	1
+ PDF Chat	Estimation of the global minimum variance portfolio in high dimensions	2017	Taras Bodnar Nestor Parolya Wolfgang Schmid	1
+ PDF Chat	Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting	2019	Taras Bodnar Solomiia Dmytriv Nestor Parolya Wolfgang Schmid	1
+ PDF Chat	Statistical Inference for the Expected Utility Portfolio in High Dimensions	2020	Taras Bodnar Solomiia Dmytriv Yarema Okhrin Nestor Parolya Wolfgang Schmid	1
+	Improved multivariate normal mean estimation with unknown covariance when $p$ is greater than $n$	2012	Didier Chételat Martin T. Wells	1
+ PDF Chat	Eigenvectors of some large sample covariance matrix ensembles	2010	Olivier Ledoit Sandrine Péché	1
+	Recent advances in shrinkage-based high-dimensional inference	2021	Olha Bodnar Taras Bodnar Nestor Parolya	1
+ PDF Chat	Optimal Shrinkage-Based Portfolio Selection in High Dimensions	2021	Taras Bodnar Yarema Okhrin Nestor Parolya	1
+	Large Sample Covariance Matrices and High-Dimensional Data Analysis	2015	Jianfeng Yao Shurong Zheng Zhidong Bai	1
+ PDF Chat	Minimax Estimators of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix	1986	Leon Jay Gleser	1
+	Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices	2014	Cheng Wang Tiejun Tong Longbing Cao Miao Bai-qi	1
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	1
+ PDF Chat	Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices	2011	Tommaso Cai Tiefeng Jiang	1
+ PDF Chat	Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix	1977	James O. Berger Mary Ellen Bock Lawrence D. Brown George Casella Leon Jay Gleser	1