Large covariance estimation through elliptical factor models (Q2413594): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large covariance estimation through elliptical factor models |
scientific article |
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Large covariance estimation through elliptical factor models (English)
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14 September 2018
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principal component analysis
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approximate factor model
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sub-Gaussian family
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elliptical distribution
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conditional graphical model
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marginal and spatial Kendall's tau
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