共 50 条
- [21] A Test of Covariance-Matrix Forecasting Methods JOURNAL OF PORTFOLIO MANAGEMENT, 2015, 41 (03): : 97 - 108
- [24] THE DISTRIBUTION OF THE LATENT ROOTS OF THE COVARIANCE-MATRIX ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (01): : 151 - 158
- [27] COVARIANCE-MATRIX OF NORMAL ORDER STATISTICS COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1977, 6 (01): : 75 - 81