Pages that link to "Item:Q4560123"
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The following pages link to PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123):
Displaying 6 items.
- Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
- Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints (Q1931367) (← links)
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method (Q2258633) (← links)
- Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction (Q5088420) (← links)
- Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (Q5392690) (← links)
