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D. McDonald

1 paper hereh-index 449 citations29 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.RM1
same name
  • D. Mcdonald — 53 papers, h 56
  • D. Mcdonald — 25 papers
  • D. McDonald — 18 papers, h 12
  • D. McDonald — 12 papers
  • D. McDonald — 8 papers
  • D. McDonald — 6 papers, h 15

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedCompound Wishart Matrices and Noisy Covariance Matrices: Risk Underestimation

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.RM2013★ 3 cited

Compound Wishart Matrices and Noisy Covariance Matrices: Risk Underestimation

Benoît Collins, David McDonald, Nadia Saad

In this paper, we obtain a property of the expectation of the inverse of compound Wishart matrices which results from their orthogonal invariance. Using this property as well as re…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.