Large Covariance Estimation by Thresholding Principal Orthogonal Complements
Year of publication: |
2013
|
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Authors: | Fan, Jianqing |
Other Persons: | Liao, Yuan (contributor) ; Mincheva, Martina (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1977673 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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