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1. [S] Estimation problems with large covariance matrices (score: 1): Author: frank.haertel@ubs.com; Date: Fri, 17 Jul 1998 11:10:32 +0200; This is a statistical issue partly dealing with S-Plus and hopefully somebody in the S-Plus community can help me on that: We want to estimate covariance matrices with approximately 1000-2000 variabl; /archives/html/s-news/1998-07/msg00131.html (8,099 bytes)
2. [S] Estimation problems with large covariance matrices (score: 1): Author: andrey@utstat.toronto.edu; Date: Fri, 17 Jul 98 12:43 EDT; Frank Haertel inquired: I teach a course on `Statistical Methods for Investment and Finance' at the University of Toronto, and this type of question comes up in a number of contexts. Briefly, an n x; /archives/html/s-news/1998-07/msg00135.html (9,071 bytes)

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