Pages that link to "Item:Q3653356"
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The following pages link to The econometrics of mean‐variance efficiency tests: a survey (Q3653356):
Displayed 8 items.
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)