High dimensional covariance matrix estimation using multi-factor models from incomplete information (Q2515313)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional covariance matrix estimation using multi-factor models from incomplete information |
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High dimensional covariance matrix estimation using multi-factor models from incomplete information (English)
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31 July 2015
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high dimensional covariance matrix estimation
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multi-factor model
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matrix completion
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alternating direction method of multipliers
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