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January 01, 2024 book-chapter Aachen paper

On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks

Springer eBooks, pp. 367–388

DOI: 10.1007/978-3-031-69111-9_17 OpenAlex

Authors 1

  1. Ansgar Steland corresponding Aachen Institute of Statistics

    RWTH Aachen University

    Affiliation as printed

    Institute of Statistics, RWTH Aachen University, Aachen, Germany

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