Pages that link to "Item:Q450002"
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The following pages link to High-dimensional covariance matrix estimation in approximate factor models (Q450002):
Displaying 27 items.
- Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Statistical Inference for High-Dimensional Matrix-Variate Factor Models (Q6165291) (← links)
- Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
- Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)
- Regularized covariance matrix estimation in high dimensional approximate factor models (Q6540874) (← links)
- High-dimensional non-parametric tests for linear asset pricing models (Q6543960) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
- Inference in Sparsity-Induced Weak Factor Models (Q6586893) (← links)
- Estimation of Sparsity-Induced Weak Factor Models (Q6586902) (← links)
- High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
- On LASSO for high dimensional predictive regression (Q6600010) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- A Nodewise Regression Approach to Estimating Large Portfolios (Q6617775) (← links)
- Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
- A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
- A Synthetic Regression Model for Large Portfolio Allocation (Q6620982) (← links)
- Covariance Matrix Estimation via Network Structure (Q6623187) (← links)
- Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (Q6626296) (← links)
- Assisted graphical model for gene expression data analysis (Q6627100) (← links)
- Inference in High-Dimensional Multivariate Response Regression with Hidden Variables (Q6631705) (← links)
- A comparison of methods for estimating the determinant of high-dimensional covariance matrix (Q6636158) (← links)
- On the statistical analysis of high-dimensional factor models (Q6640119) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
