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  • Search: subject:"Location-based thresholding"
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Big Data 1 Big data 1 Concentration inequality 1 Correlation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 GICS 1 High-frequency factor model 1 Index derivative 1 Indexderivat 1 Korrelation 1 Location-based thresholding 1 Low rank plus sparse 1 Portfolio selection 1 Portfolio-Management 1 Positive-definite 1 Precision matrix 1 SDPR sector ETF's 1 Schätztheorie 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fan, Jianqing 1 Furger, Alex 1 Xiu, Dacheng 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing; Furger, Alex; Xiu, Dacheng - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 489-503
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