Pages that link to "Item:Q2682965"
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The following pages link to Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965):
Displaying 5 items.
- Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)
- Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data (Q6344049) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm (Q6667483) (← links)