Pages that link to "Item:Q739589"
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The following pages link to Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589):
Displaying 10 items.
- Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Exact test theory in Gaussian graphical models (Q6097560) (← links)
