"On Extreme Value Asymptotics of Projected Sample Covariances in High ..."

Ansgar Steland (2023)

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DOI: 10.48550/ARXIV.2310.08150

access: open

type: Informal or Other Publication

metadata version: 2023-10-26

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  - journals/corr/abs-2310-08150
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  - https://dblp.org/rec/journals/corr/abs-2310-08150
Ansgar Steland:
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks. CoRR abs/2310.08150 (2023)

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