Showing results 4 to 8 of 8
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Title | Author(s) | Issue Date | Views | |
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Estimation of functionals of sparse covariance matrices Journal:Annals of Statistics | 2015 | 7 | ||
Heterogeneity adjustment with applications to graphical model inference Journal:Electronic Journal of Statistics | 2018 | 7 | ||
Large covariance estimation through elliptical factor models Journal:Annals of Statistics | 2018 | 9 | ||
Projected principal component analysis in factor models Journal:Annals of Statistics | 2016 | 8 | ||
Robust covariance estimation for approximate factor models Journal:Journal of Econometrics | 2019 |