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

From MaRDI portal
Created claim: Wikidata QID (P12): Q105583685, #quickstatements; #temporary_batch_1707252663060
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q586406
Property / author
 
Property / author: Jianqing Fan / rank
Normal rank
 

Revision as of 01:01, 20 February 2024

scientific article
Language Label Description Also known as
English
High dimensional covariance matrix estimation using a factor model
scientific article

    Statements

    High dimensional covariance matrix estimation using a factor model (English)
    0 references
    0 references
    0 references
    22 June 2016
    0 references
    factor model
    0 references
    diverging dimensionality
    0 references
    covariance matrix estimation
    0 references
    asymptotic properties
    0 references
    portfolio management
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references