Confidence regions for entries of a large precision matrix

From MaRDI portal
Publication:1668572

DOI10.1016/j.jeconom.2018.03.020zbMath1398.62068arXiv1603.06663OpenAlexW2795551782WikidataQ126100569 ScholiaQ126100569MaRDI QIDQ1668572

Qiwei Yao, Tao Zou, Jinyuan Chang, Yumou Qiu

Publication date: 29 August 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.06663



Related Items


Uses Software


Cites Work