Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473): Difference between revisions
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| Property / author: Han Chao Wang / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.09.002 / rank | |||
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Revision as of 00:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of large covariance matrices with conditional sparsity |
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Nonparametric estimation of large covariance matrices with conditional sparsity (English)
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4 May 2021
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approximate factor model
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kernel estimation
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large covariance matrix
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sparsity
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uniform convergence
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