Some Statistical Problems with High Dimensional Financial data (Q5227362)
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scientific article; zbMATH DE number 7086102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Statistical Problems with High Dimensional Financial data |
scientific article; zbMATH DE number 7086102 |
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Some Statistical Problems with High Dimensional Financial data (English)
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26 July 2019
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high-dimensional financial data
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covariance matrix
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principal component analysis
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