High dimensional covariance matrix estimation using a factor model
| Year of publication: |
2008
|
|---|---|
| Authors: | Fan, Jianqing ; Fan, Yingying ; Lv, Jinchi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 147.2008, 1, p. 186-197
|