Residential College | false |
Status | 已發表Published |
High-dimensional covariance matrix estimation under elliptical factor model with 2 + εth moment | |
DING YI | |
2024-07 | |
Conference Name | 2nd Joint Conference on Statistics and Data Science in China (JCSDS 2024) |
Conference Date | 2024-07-06 |
Conference Place | Kunming |
Document Type | Conference paper |
Collection | Faculty of Business Administration DEPARTMENT OF FINANCE AND BUSINESS ECONOMICS DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Affiliation | University of Macau |
First Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | DING YI. High-dimensional covariance matrix estimation under elliptical factor model with 2 + εth moment[C], 2024. |
APA | DING YI.(2024). High-dimensional covariance matrix estimation under elliptical factor model with 2 + εth moment. . |
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