Olivier Ledoit

Identifiers

• name variant Olivier Ledoit 0.60 · backfill

Papers (4)

1. Numerical Implementation of the QuEST Function stat.CO · 2016 · author #1
2. Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions math.ST · 2014 · author #1
3. Nonlinear shrinkage estimation of large-dimensional covariance matrices math.ST · 2012 · author #1
4. Eigenvectors of some large sample covariance matrix ensembles math.PR · 2009 · author #1

Mentions

• 1406.6085 #1 · backfill · confidence 0.70 Olivier Ledoit
• 1207.5322 #1 · backfill · confidence 0.70 Olivier Ledoit
• 0911.3010 #1 · backfill · confidence 0.70 Olivier Ledoit

Frequent Coauthors

• Michael Wolf 3 shared papers
• Sandrine P\'ech\'e 1 shared papers