Large covariance estimation by thresholding principal orthogonal complements
Year of publication: |
2011
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Authors: | Fan, Jianqing ; Liao, Yuan ; Mincheva, Martina |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Fan, Jianqing and Liao, Yuan and Mincheva, Martina (2011): Large covariance estimation by thresholding principal orthogonal complements. |
Classification: | C13 - Estimation ; C01 - Econometrics |
Source: | BASE |
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