High dimensional covariance matrix estimation using a factor model (Q299275): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q586406 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jianqing Fan / rank | |||
Normal rank | |||
Revision as of 02:01, 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
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
