Pages that link to "Item:Q5743151"

The following pages link to Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151):

Displaying 50 items.

• Time-varying minimum variance portfolio (Q6150513) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Inferential theory for generalized dynamic factor models (Q6150524) (← 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)
• Euclidean Representation of Low-Rank Matrices and Its Geometric Properties (Q6166054) (← links)
• Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
• Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)
• Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)
• Exact testing for heteroscedasticity in a two-way layout in variety frost trials when incorporating a covariate (Q6491766) (← links)
• Estimation of sparse covariance matrix via non-convex regularization (Q6536688) (← links)
• Regularized covariance matrix estimation in high dimensional approximate factor models (Q6540874) (← links)
• Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
• High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization (Q6548786) (← links)
• Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry (Q6550303) (← links)
• Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
• Testing Simultaneous Diagonalizability (Q6567946) (← links)
• A new robust covariance matrix estimation for high-dimensional microbiome data (Q6581430) (← 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)
• Activation discovery with FDR control: application to fMRI data (Q6593379) (← 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)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• A Nodewise Regression Approach to Estimating Large Portfolios (Q6617775) (← links)
• Community Detection in Partial Correlation Network Models (Q6620846) (← links)
• Large-Dimensional Factor Analysis Without Moment Constraints (Q6620853) (← links)
• Homogeneity and Structure Identification in Semiparametric Factor Models (Q6620862) (← links)
• A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
• State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
• Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
• A Synthetic Regression Model for Large Portfolio Allocation (Q6620982) (← links)
• Resolution Adaptive Fixed Rank Kriging (Q6622421) (← links)
• Dynamic Peer Groups of Arbitrage Characteristics (Q6626211) (← links)
• Estimation and Inference on Time-Varying FAVAR Models (Q6626221) (← links)
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
• Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis (Q6628129) (← links)
• High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
• Inference in High-Dimensional Multivariate Response Regression with Hidden Variables (Q6631705) (← links)
• A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection (Q6634849) (← 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)
• Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
• A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models (Q6651390) (← links)
• Spectral statistics of sample block correlation matrices (Q6656603) (← links)