Exponent of cross-sectional dependence for residuals (Q2297944): Difference between revisions

@@ Property / cites work @@
+A multiple testing approach to the regularisation of large sample correlation matrices
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Q5761948
@@ Property / cites work: Q5761948 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for sparse covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Funds, Factors, and Diversification in Arbitrage Pricing Models
+Normal rank
@@ Property / cites work @@
+Weak and strong cross‐section dependence and estimation of large panels
+Normal rank
@@ Property / cites work @@
+A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation in approximate factor models
+Normal rank
@@ Property / cites work @@
+Bootstrapping factor models with cross sectional dependence
+Normal rank
@@ Property / cites work @@
+Q4187195
@@ Property / cites work: Q4187195 / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance matrix selection and estimation via penalised  normal likelihood
+Normal rank
@@ Property / cites work @@
+A bootstrap procedure for panel data sets with many cross-sectional units
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank
@@ Property / cites work @@
+Vast volatility matrix estimation for high-frequency financial data
+Normal rank