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Estimation of the Kronecker Covariance Model by Quadratic Form

Estimation of the Kronecker Covariance Model by Quadratic Form

21 June 2019
O. Linton
Haihan Tang
ArXivPDFHTML

Papers citing "Estimation of the Kronecker Covariance Model by Quadratic Form"

1 / 1 papers shown
Title
High-dimensional covariance matrix estimation in approximate factor
  models
High-dimensional covariance matrix estimation in approximate factor models
Jianqing Fan
Yuan Liao
Martina Mincheva
64
396
0
21 May 2011
1