Robust covariance estimation for approximate factor models (Q1739628)
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scientific article; zbMATH DE number 7048306
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| English | Robust covariance estimation for approximate factor models |
scientific article; zbMATH DE number 7048306 |
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Robust covariance estimation for approximate factor models (English)
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26 April 2019
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robust covariance matrix
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approximate factor model
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M-estimator
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0.7930687069892883
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0.7891663312911987
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0.7863907814025879
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0.7849525213241577
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0.7763195037841797
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