High-dimensional covariance matrix estimation in approximate factor models (Q450002): Difference between revisions

@@ Property / author @@
-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
-Normal rank
@@ Property / author @@
-Yuan Liao
@@ Property / author: Yuan Liao / rank @@
-Normal rank
@@ Property / author @@
-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
-Normal rank
@@ Property / author @@
+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q35997070
@@ Property / Wikidata QID: Q35997070 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4292
@@ Property / arXiv ID: 1105.4292 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization of Wavelet Approximations
@@ Property / cites work: Regularization of Wavelet Approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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@@ Property / cites work @@
+High dimensional covariance matrix estimation using a factor model
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Bernstein inequality and moderate deviations under strong mixing conditions
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@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
+Normal rank