Pages that link to "Item:Q1739875"
From MaRDI portal
The following pages link to A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875):
Displaying 8 items.
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
- High-dimensional test for alpha in linear factor pricing models with sparse alternatives (Q2673200) (← links)
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
- Factor analysis of correlation matrices when the number of random variables exceeds the sample size (Q5880184) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
