HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS. (Q35997070)
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Language | Label | Description | Also known as |
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English | HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS. |
scientific article |
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HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS. (English)
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Jianqing Fan
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Yuan Liao
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Martina Mincheva
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1 January 2011
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3320-3356
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Identifiers
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