Type of publication: Book / Working Paper
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
Persistent link: https://www.econbiz.de/10015231999