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https://ideas.repec.org/a/cup/jfinqa/v24y1989i03p333-355_01.html Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in... Downloadable! This paper provides a simple method to account for heteroskedasticity and cross-sectional dependence in samples with large cross sections and... covariance matrix cross sectional consistent estimation https://www.aanda.org/articles/aa/full_html/2015/02/aa22271-13/aa22271-13.html Polarization measurement analysis - I. Impact of the full covariance matrix on polarization... of the covariance matrix polarization measurement analysis https://arxiv.org/abs/0803.0757 [0803.0757] Unifying several separability conditions using the covariance matrix criterion Abstract page for arXiv paper 0803.0757: Unifying several separability conditions using the covariance matrix criterion covariance matrix 0803 0757 several separability https://stanford.edu/~boyd/papers/psd_cone_proj.html Least-Squares Covariance Matrix Adjustment least squares covariance matrix adjustment https://www.unsw.edu.au/science/our-schools/maths/engage-with-us/seminars/2016/covariance-matrix-banded-matrix-and-fast-transform A covariance matrix, a banded matrix, and a fast transform | School of Mathematics and Statistics school of mathematics covariance matrix banded https://ideas.repec.org/p/fip/fednsr/39.html Consistent covariance matrix estimation in probit models with autocorrelated errors Downloadable! Some recent time-series applications use probit models to measure the forecasting power of a set of variables. Correct inferences about the... covariance matrix consistent estimation probit models https://ideas.repec.org/p/cwl/cwldpp/942.html An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator Downloadable! This paper considers a new class of heteroskedasticity and autocorrelation consistent (HAC) covariance matrix estimators. The estimators... covariance matrix improved heteroskedasticity autocorrelation consistent https://openreview.net/forum?id=Ins2PbraMw Online Covariance Matrix Estimation in Stochastic Inexact Newton Methods | OpenReview We aim to study the practical statistical inference of the online second-order Newton method for general unconstrained stochastic optimization problems under... covariance matrix online estimation stochastic newton https://www.econstor.eu/handle/10419/200186 EconStor: The power of (non-)linear shrinking: A review and guide to covariance matrix estimation EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. https://ideas.repec.org/p/cte/wsrepe/10089.html Improved estimation of the covariance matrix of stock returns with an application to portfolio... Downloadable! This paper proposes to estimate the covariance matrix of stock returns by an optimally weighted average of two existing estimators. The sample... https://arxiv.org/abs/2512.01070 [2512.01070] Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry Abstract page for arXiv paper 2512.01070: Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry https://ideas.repec.org/a/eee/econom/v68y1995i2p303-338.html Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study Downloadable (with restrictions)! No abstract is available for this item. https://www.econstor.eu/handle/10419/214188 EconStor: The power of (non-)linear shrinking: A review and guide to covariance matrix estimation EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.