| A well-conditioned estimator for large-dimensional covariance matrices O Ledoit, M Wolf Journal of Multivariate Analysis 88 (2), 365-411, 2004 | 3146 | 2004 |
| Improved estimation of the covariance matrix of stock returns with an application to portfolio selection O Ledoit, M Wolf Journal of Empirical Finance 10 (5), 603-621, 2003 | 2062 | 2003 |
| Subsampling DN Politis, JP Romano, M Wolf Springer Verlag, 1999 | 1818* | 1999 |
| Honey, I shrunk the sample covariance matrix O Ledoit, M Wolf Journal of Portfolio Management 30 (4), 110-119, 2004 | 1657 | 2004 |
| Robust performance hypothesis testing with the Sharpe ratio O Ledoit, M Wolf Journal of Empirical Finance 15 (5), 850-859, 2008 | 1128 | 2008 |
| Stepwise multiple testing as formalized data snooping JP Romano, M Wolf Econometrica 73 (4), 1237-1282, 2005 | 1086 | 2005 |
| Exact and approximate stepdown methods for multiple hypothesis testing JP Romano, M Wolf Journal of the American Statistical Association 100 (469), 94-108, 2005 | 644 | 2005 |
| Nonlinear shrinkage estimation of large-dimensional covariance matrices O Ledoit, M Wolf Annals of Statistics 40 (2), 1024-1060, 2012 | 564 | 2012 |
| Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size O Ledoit, M Wolf Annals of Statistics 30 (4), 1081-1102, 2002 | 474 | 2002 |
| Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks O Ledoit, M Wolf Review of Financial Studies 30 (12), 4349-4388, 2017 | 371 | 2017 |
| Flexible multivariate GARCH modeling with an application to international stock markets O Ledoit, P Santa-Clara, M Wolf Review of Economics and Statistics 85 (3), 735-747, 2003 | 357 | 2003 |
| Efficient computation of adjusted p-values for resampling-based stepdown multiple testing JP Romano, M Wolf Statistics & Probability Letters 113, 38-40, 2016 | 333 | 2016 |
| Large dynamic covariance matrices RF Engle, O Ledoit, M Wolf Journal of Business & Economic Statistics 37 (2), 363-375, 2019 | 300 | 2019 |
| The Romano–Wolf multiple-hypothesis correction in Stata D Clarke, JP Romano, M Wolf The Stata Journal 20 (4), 812-843, 2020 | 267 | 2020 |
| Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions O Ledoit, M Wolf Journal of Multivariate Analysis 139, 360-384, 2015 | 207 | 2015 |
| Control of generalized error rates in multiple testing JP Romano, M Wolf The Annals of Statistics 35 (4), 1378-1408, 2007 | 205 | 2007 |
| Formalized data snooping based on generalized error rates JP Romano, AM Shaikh, M Wolf Econometric Theory 24 (2), 404-447, 2008 | 198 | 2008 |
| Analytical nonlinear shrinkage estimation of large-dimensional covariance matrices O Ledoit, M Wolf Annals of Statistics 48 (5), 3043-3065, 2020 | 165 | 2020 |
| Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling JP Romano, AM Shaikh, M Wolf Test 17 (3), 461-471, 2008 | 165* | 2008 |
| Control of the false discovery rate under dependence using the bootstrap and subsampling JP Romano, AM Shaikh, M Wolf Test 17 (3), 417-442, 2008 | 162 | 2008 |
Joseph RomanoProfessor of Statistics and Economics, Stanford University在 stanford.edu 的电子邮件经过验证
