Rémy Chicheportiche

Statistics and Probability · 2010

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Rémy Chicheportiche trusts overall

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

  1. Olivier Ledoit
  2. Michael Wolf
  3. Jean-Philippe Bouchaud
  4. Thomas Lux
  5. Yannick Malevergne
  6. Noureddine El Karoui

Papers from Rémy Chicheportiche's perspective

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

  1. A well-conditioned estimator for large-dimensional covariance matrices
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. On the distribution of the largest eigenvalue in principal components analysis
  4. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  5. INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Statistics for long-memory processes
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. Dynamic Conditional Correlation
  10. Eigenvalues of large sample covariance matrices of spiked population models

Their papers