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Director networks and initial public offerings

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SURE-tuned tapering estimation of large covariance matrices

Yi, Feng; Zou, Hui - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 339-351

Bandable covariance matrices are often used to model the dependence structure of variables that follow a nature order. It has been shown that the tapering covariance estimator attains the optimal minimax rates of convergence for estimating large bandable covariance matrices. The estimation risk...

Persistent link: https://www.econbiz.de/10010595084