Estimation of a multiplicative covariance structure in the large dimensional case
Christian M. Hafner (CORE and Université Catholique de Louvain), Oliver Linton (University of Cambridge), Haihan Tang (University of Cambridge)
| Year of publication: |
November 6, 2016
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| Authors: | Hafner, Christian M. ; Linton, Oliver ; Tang, Haihan |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
| Extent: | 1 Online-Ressource (circa 73 Seiten) |
|---|---|
| Series: | Cambridge-INET working paper series ; no: 2016, 21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | 10.17863/CAM.7874 [DOI] hdl:1810/262608 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011565160