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  • Search: subject:"Panel data, Large sample covariance matrix, Maximum eigenvalue"
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Korrelation 1 Matrizenrechnung 1 Panel data, Large sample covariance matrix, Maximum eigenvalue 1 Varianzanalyse 1
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Kapetanios, George 1
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On testing for diagonality of large dimensional covariance matrices
Kapetanios, George - 2004
Datasets in a variety of disciplines require methods where both the sample size and the dataset dimensionality are allowed to be large. This framework is drastically different from the classical asymptotic framework where the number of observations is allowed to be large but the dimensionality...
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