The following pages link to (Q2987573):
Displaying 13 items.
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Comparison between two types of large sample covariance matrices (Q2451115) (← links)
- High dimensional covariance matrix estimation using multi-factor models from incomplete information (Q2515313) (← links)
- Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937) (← links)
- (Q2990513) (← links)
- Large-Scale Estimation of Variance and Covariance Components (Q4325710) (← links)
- SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES (Q4483762) (← links)
- Large System Spectral Analysis of Covariance Matrix Estimation (Q4975782) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- An improved banded estimation for large covariance matrix (Q5875206) (← links)
