Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data

30 June 2020

Yan Xu

Papers citing "Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data"

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Title
A penalized likelihood method for classification with matrix-valued predictors Aaron J. Molstad Adam J. Rothman 11 15 0 23 Sep 2016
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 59 111 0 18 May 2012