Pages that link to "Item:Q299275"
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The following pages link to High dimensional covariance matrix estimation using a factor model (Q299275):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence (Q135481) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
- Design optimization for robustness in multiple performance functions (Q381970) (← links)
- A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (Q384764) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Risks of large portfolios (Q494174) (← links)
- Instrumental variable estimation in functional linear models (Q494183) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- Mutual fund performance: false discoveries, bias, and power (Q645510) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)