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Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
Package details 


Author  Jianqing Fan, Yuan Liao, Martina Mincheva 
Date of publication  20160629 02:33:30 
Maintainer  Martina Mincheva <m.z.mincheva@gmail.com> 
License  GPL2 
Version  2.0 
Package repository  View on CRAN 
Installation 
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