High dimensional covariance matrix estimation using a factor model (Q299275): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A18
@@ Property / Mathematics Subject Classification ID: 15A18 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6596553
@@ Property / zbMATH DE Number: 6596553 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor model
@@ Property / zbMATH Keywords: factor model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diverging dimensionality
@@ Property / zbMATH Keywords: diverging dimensionality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance matrix estimation
@@ Property / zbMATH Keywords: covariance matrix estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic properties
@@ Property / zbMATH Keywords: asymptotic properties / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio management
@@ Property / zbMATH Keywords: portfolio management / rank @@
+Normal rank

High dimensional covariance matrix estimation using a factor model (Q299275): Difference between revisions

Revision as of 22:33, 27 June 2023

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