Pages that link to "Item:Q450002"
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The following pages link to High-dimensional covariance matrix estimation in approximate factor models (Q450002):
Displayed 39 items.
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- High dimensional covariance matrix estimation using multi-factor models from incomplete information (Q2515313) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Factor-based imputation of missing values and covariances in panel data of large dimensions (Q2688654) (← links)
- Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
- Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis (Q4555142) (← links)
- Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
- (Q5011447) (← links)
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
- (Q5053276) (← links)
- (Q5054595) (← links)
- Diagonally Dominant Principal Component Analysis (Q5066006) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- (Q5159407) (← links)
- Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
- Weak signals in high‐dimensional regression: Detection, estimation and prediction (Q5213967) (← links)
- Bayesian Regularization for Graphical Models With Unequal Shrinkage (Q5242470) (← links)
- Estimation of a sparse and spiked covariance matrix (Q5256289) (← links)
- Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization (Q6046310) (← links)
- A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Community network auto-regression for high-dimensional time series (Q6108298) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
- Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)