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Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case

16 May 2016

Papers citing "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"

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Title
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data Xin Chen Dan Yang Yan Xu Yin Xia Dong Wang Haipeng Shen 73 10 0 30 Jun 2020
Factor Models for High-Dimensional Tensor Time Series Rong Chen Dan Yang Cun-Hui Zhang AI4TS 111 96 0 18 May 2019