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 / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ 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 / zbMATH DE Number @@
+6075599
@@ Property / zbMATH DE Number: 6075599 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparse estimation
@@ Property / zbMATH Keywords: sparse estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+thresholding
@@ Property / zbMATH Keywords: thresholding / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cross-sectional correlations
@@ Property / zbMATH Keywords: cross-sectional correlations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+common factors
@@ Property / zbMATH Keywords: common factors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+idiosyncratic
@@ Property / zbMATH Keywords: idiosyncratic / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+seemingly unrelated regression
@@ Property / zbMATH Keywords: seemingly unrelated regression / rank @@
+Normal rank

Revision as of 10:05, 30 June 2023