Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Song Xi Chen, Bin Guo, Yumou Qiu
| Year of publication: |
2023
|
|---|---|
| Authors: | Chen, Song Xi ; Guo, Bin ; Qiu, Yumou |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1337-1354
|
| Subject: | Detection boundary | High dimensionality | Multiple testing | Rare and faint signal | Thresholding | Signalling | Theorie | Theory | Statistischer Test | Statistical test | Korrelation | Correlation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471380