An overview of the estimation of large covariance and precision matrices
Author(s): Fan, Jianqing; Liao, Yuan; Liu, Han
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http://arks.princeton.edu/ark:/88435/pr13m3t| Publication Date: | Feb-2016 |
| Electronic Publication Date: | 28-Mar-2016 |
| Citation: | Fan, Jianqing, Liao, Yuan, Liu, Han. (2016). An overview of the estimation of large covariance and precision matrices. The Econometrics Journal, 19 (1), C1 - C32. doi:10.1111/ectj.12061 |
| DOI: | doi:10.1111/ectj.12061 |
| ISSN: | 1368-4221 |
| Pages: | C1 - C32 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | The Econometrics Journal |
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