Confidence regions for entries of a large precision matrix
Jinyuan Chang, Yumou Qiu, Qiwei Yao, Tao Zou
| Year of publication: |
2018
|
|---|---|
| Authors: | Chang, Jinyuan ; Qiu, Yumou ; Yao, Qiwei ; Zou, Tao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 1, p. 57-82
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| Subject: | Bias correction | Dependent data | High dimensionality | Kernel estimation | Parametric bootstrap | Precision matrix | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.03.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012110361