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 @@
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@@ Property / author @@
-Jing (Selena) He
@@ Property / author: Jing (Selena) He / rank @@
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@@ Property / author @@
-Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
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@@ Property / author @@
+Jing (Selena) He
@@ Property / author: Jing (Selena) He / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2016.05.007
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@@ Property / OpenAlex ID @@
+W2409073389
@@ Property / OpenAlex ID: W2409073389 / rank @@
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@@ Property / cites work @@
+Statistical analysis of factor models of high dimension
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+Determining the Number of Factors in Approximate Factor Models
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+Tests for High-Dimensional Covariance Matrices
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+High dimensional covariance matrix estimation using a factor model
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+Q3911791
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+Testing super-diagonal structure in high dimensional covariance matrices
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+A Class of Statistics with Asymptotically Normal Distribution
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+Panel data models with spatially correlated error components
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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 @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:308372