Uma Roy

Statistics and Probability · 2019

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Uma Roy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Olivier Ledoit
  2. Michael Wolf
  3. Harry Joe
  4. Eugene F. Fama
  5. Jianqing Fan
  6. Ravi Jagannathan
  7. Narasimhan Jegadeesh
  8. Robert F. Engle
  9. Iain M. Johnstone
  10. Tommaso Cai

Papers from Uma Roy's perspective

Ordered by how strongly the researchers Uma Roy trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On the distribution of the largest eigenvalue in principal components analysis
  2. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  3. Operator norm consistent estimation of large-dimensional sparse covariance matrices
  4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  5. A well-conditioned estimator for large-dimensional covariance matrices
  6. Large Covariance Estimation by Thresholding Principal Orthogonal Complements
  7. Size Matters: Optimal Calibration of Shrinkage Estimators for Portfolio Selection
  8. Covariance regularization by thresholding
  9. Analytical nonlinear shrinkage of large-dimensional covariance matrices (Annals of Statistics)
  10. Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly (Journal of Financial Econometrics)

Their papers