Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
|Author||Jianqing Fan, Yuan Liao, Martina Mincheva|
|Date of publication||2016-06-29 02:33:30|
|Maintainer||Martina Mincheva <email@example.com>|
|Package repository||View on CRAN|
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