High-dimensional covariance matrix estimation in approximate factor models

标题
High-dimensional covariance matrix estimation in approximate factor models
作者
关键词
-
出版物
ANNALS OF STATISTICS
Volume 39, Issue 6, Pages 3320-3356
出版商
Institute of Mathematical Statistics
发表日期
2012-03-06
DOI
10.1214/11-aos944

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