Pages that link to "Item:Q450002"
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The following pages link to High-dimensional covariance matrix estimation in approximate factor models (Q450002):
Displayed 10 items.
- Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Dual subgradient algorithms for large-scale nonsmooth learning problems (Q484132) (← links)
- Risks of large portfolios (Q494174) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- High dimensional covariance matrix estimation using multi-factor models from incomplete information (Q2515313) (← links)
- Estimation of a sparse and spiked covariance matrix (Q5256289) (← links)