Pages that link to "Item:Q2190234"
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The following pages link to Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234):
Displaying 13 items.
- Rank determination in tensor factor model (Q2136659) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- The Hunter Method of Simultaneous Inference and Its Recommended Use for Applications Having Large Known Correlation Structures (Q3317928) (← links)
- Large sample theory for a multivariate structural relationship with replication (Q3685013) (← links)
- Structural model correlation using large admissible perturbations incognate space (Q3989173) (← links)
- On the Benefits of Equicorrelation for Portfolio Allocation (Q4687562) (← links)
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
