Pages that link to "Item:Q1739628"

The following pages link to Robust covariance estimation for approximate factor models (Q1739628):

Displaying 27 items.

• Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
• Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data (Q2054540) (← links)
• An \({\ell_p}\) theory of PCA and spectral clustering (Q2091846) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• Max-linear regression models with regularization (Q2658805) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
• Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates (Q3387069) (← links)
• (Q4998879) (← links)
• Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
• Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (Q5131966) (← links)
• (Q5159467) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• Statistical inference on the significance of rows and columns for matrix-valued data in an additive model (Q6064232) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
• Regularized covariance matrix estimation in high dimensional approximate factor models (Q6540874) (← links)
• Modeling swine population dynamics at a finer temporal resolution (Q6578169) (← links)
• Robust semiparametric modeling of mean and covariance in longitudinal data (Q6579475) (← links)
• High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• Robust forecasting of multiple time series with one-sided dynamic principal components (Q6606406) (← links)
• A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
• Selecting the number of factors in multi-variate time series (Q6655924) (← links)