Showing results 6 to 8 of 8
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Title | Author(s) | Issue Date | Views | |
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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 | 8 |