Robust covariance estimation for approximate factor models (Q1739628)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust covariance estimation for approximate factor models |
scientific article |
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Robust covariance estimation for approximate factor models (English)
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26 April 2019
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robust covariance matrix
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approximate factor model
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M-estimator
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