Robust covariance estimation for approximate factor models (Q1739628)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Robust covariance estimation for approximate factor models
    scientific article

      Statements

      Robust covariance estimation for approximate factor models (English)
      0 references
      0 references
      0 references
      0 references
      26 April 2019
      0 references
      robust covariance matrix
      0 references
      approximate factor model
      0 references
      M-estimator
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references