Prépublications / Cahiers de recherche

Oriol B. (2024), Analysis of a multi-target linear shrinkage covariance estimator, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 23 p.

Oriol B. (2024), Asymptotic spectrum of weighted sample covariance: a Marcenko-Pastur generalization, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 31 p.

Oriol B. (2024), WeSpeR: Population spectrum retrieval and spectral density estimation of weighted sample covariance, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 31 p.

Oriol B. (2024), Asymptotic non-linear shrinkage formulas for weighted sample covariance, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 24 p.

Oriol B., Miot A. (2023), Ledoit-Wolf linear shrinkage with unknown mean, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 50 p.

Oriol B., Miot A. (2021), On some theoretical limitations of Generative Adversarial Networks, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 7 p.