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~isPartOf:"Columbia economics discussion paper series / Department of Economics, Columbia University"
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Search: subject:"Hauptkomponentenanalyse"
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Principal components estimation and identication of the factors
Bai, Jushan
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Ng, Serena
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2011
Persistent link: https://www.econbiz.de/10009748948
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan
;
Shi, Shuzhong
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2011
Persistent link: https://www.econbiz.de/10009754263
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