Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels

29 October 2024

Papers citing "Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels"

3 / 3 papers shown

Title
Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations Yifan Chen Ethan N. Epperly J. Tropp R. Webber 101 33 0 13 Jul 2022
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 80 48 0 12 Aug 2013
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 175 857 0 30 Dec 2011