"Pivotal variable detection of the covariance matrix and its application to ..."

Junlong Zhao, Hongyu Zhao, Lixing Zhu (2018)

> Home

Details and statistics

DOI: 10.1007/S11222-017-9762-6

access: closed

type: Journal Article

metadata version: 2023-09-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/sac/ZhaoZZ18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/sac/ZhaoZZ18
Junlong Zhao, Hongyu Zhao, Lixing Zhu:
Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models. Stat. Comput. 28(4): 775-793 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.