Confidence regions for entries of a large precision matrix
From MaRDI portal
Publication:1668572
DOI10.1016/j.jeconom.2018.03.020zbMath1398.62068arXiv1603.06663OpenAlexW2795551782WikidataQ126100569 ScholiaQ126100569MaRDI QIDQ1668572
Qiwei Yao, Tao Zou, Jinyuan Chang, Yumou Qiu
Publication date: 29 August 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.06663
kernel estimationhigh dimensionalitydependent databias correctionparametric bootstrapprecision matrix
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)
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