A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
Year of publication: |
2014
|
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Authors: | Bailey, Natalia |
Other Persons: | Pesaran, M. Hashem (contributor) ; Smith, L. Vanessa (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Korrelation | Correlation | Statistischer Test | Statistical test | Schätzung | Estimation | Stichprobenerhebung | Sampling |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: CAFE Research Paper No. 14.05 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 01, 2014 erstellt |
Classification: | C13 - Estimation ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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