Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions
with Applications

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Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications

2 July 2014

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Papers citing "Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications"

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Title
$Nonparametric test for a constant beta between \Ito semi-martingales based on high-frequency data$ Nonparametric test for a constant beta between \Ito semi-martingales based on high-frequency data M. Reiß Viktor Todorov George Tauchen 50 42 0 03 Mar 2014
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 70 48 0 12 Aug 2013
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 140 52 0 05 Aug 2013
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 130 134 0 02 Jun 2013
Statistical analysis of factor models of high dimension Jushan Bai Kunpeng Li 128 330 0 30 May 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 154 855 0 30 Dec 2011
Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions Alekh Agarwal S. Negahban Martin J. Wainwright 244 433 0 23 Feb 2011
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 102 198 0 14 Feb 2011
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 84 248 0 03 Feb 2009