An overview of the estimation of large covariance and precision matrices
Author(s): Fan, Jianqing; Liao, Yuan; Liu, Han
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Fan, Jianqing | en_US |
| dc.contributor.author | Liao, Yuan | en_US |
| dc.contributor.author | Liu, Han | en_US |
| dc.date.accessioned | 2018-07-20T15:06:54Z | - |
| dc.date.available | 2018-07-20T15:06:54Z | - |
| dc.date.issued | 2016-02 | en_US |
| dc.identifier.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 | en_US |
| dc.identifier.issn | 1368-4221 | en_US |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/pr13m3t | - |
| dc.format.extent | C1 - C32 | en_US |
| dc.relation.ispartof | The Econometrics Journal | en_US |
| dc.title | An overview of the estimation of large covariance and precision matrices | en_US |
| dc.type | Journal Article | - |
| dc.identifier.doi | doi:10.1111/ectj.12061 | en_US |
| dc.date.eissued | 2016-03-28 | en_US |
| pu.type.symplectic | http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article | en_US |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| An overview of the estimation of large covariance and precision matrices.pdf | 967.5 kB | Adobe PDF | View/Download |
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