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  • Search: subject:"matrix sub-Gaussian distribution"
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Aktienmarkt 1 Correlation 1 Covariance matrix 1 Estimation theory 1 Korrelation 1 Kronecker product 1 Portfolio construction 1 Portfolio selection 1 Portfolio-Management 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Stock market 1 Testing of non-correlation 1 matrix sub-Gaussian distribution 1 one-sample and two-sample 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Xin 1 Shen, Haipeng 1 Wang, Dong 1 Xia, Yin 1 Yan, Xu 1 Yang, Dan 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin; Yang, Dan; Yan, Xu; Xia, Yin; Wang, Dong; … - In: Journal of econometrics 232 (2023) 2, pp. 544-564
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