Testing super-diagonal structure in high dimensional covariance matrices (Q308372): Difference between revisions

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-.1016/j.jeconom.2016.05.007
@@ Property / DOI: 10.1016/j.jeconom.2016.05.007 / rank @@
-Normal rank
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+Statistical analysis of factor models of high dimension
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+Determining the Number of Factors in Approximate Factor Models
+Normal rank
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+Q4882268
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+Normal rank
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+Testing panel data regression models with spatial error correlation.
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+Q4322338
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+Normal rank
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+Covariance regularization by thresholding
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+Normal rank
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+Regularized estimation of large covariance matrices
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+Nonparametric statistics for stochastic processes
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+Normal rank
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+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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+Optimal rates of convergence for covariance matrix estimation
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+High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
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+Tests for High-Dimensional Covariance Matrices
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+Normal rank
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+High dimensional covariance matrix estimation using a factor model
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+Q3911791
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+Normal rank
@@ Property / cites work @@
+Testing super-diagonal structure in high dimensional covariance matrices
+Normal rank
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+A Class of Statistics with Asymptotically Normal Distribution
+Normal rank
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+Panel data models with spatially correlated error components
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Estimation of latent factors for high-dimensional time series
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Estimation of spatial autoregressive panel data models with fixed effects
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+Two sample tests for high-dimensional covariance matrices
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+Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
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+A new approach to Cholesky-based covariance regularization in high dimensions
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+Testing for complete independence in high dimensions
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+Nonparametric estimation of large covariance matrices of longitudinal data
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+Tests for High-Dimensional Regression Coefficients With Factorial Designs
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@@ Property / DOI @@
+.1016/J.JECONOM.2016.05.007
@@ Property / DOI: 10.1016/J.JECONOM.2016.05.007 / rank @@
+Normal rank