2

Large covariance estimation through elliptical factor models

Year:
2018
Language:
english
File:
PDF, 459 KB
english, 2018
3

Robust covariance estimation for approximate factor models

Year:
2018
Language:
english
File:
PDF, 2.30 MB
english, 2018
15

Projected principal component analysis in factor models

Year:
2016
Language:
english
File:
PDF, 682 KB
english, 2016
16

Estimation of functionals of sparse covariance matrices

Year:
2015
Language:
english
File:
PDF, 590 KB
english, 2015
17

Asymptotics of empirical eigenstructure for high dimensional spiked covariance

Year:
2017
Language:
english
File:
PDF, 538 KB
english, 2017
19

Projected Principal Component Analysis in Factor Models

Year:
2014
Language:
english
File:
PDF, 539 KB
english, 2014