Ultrahigh dimensional precision matrix estimation via refitted cross validation
- 期刊名称Journal of Econometrics
- 作者Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze
- 印刷ISSN0304-4076
- 文件大小825.92KB
- 发表时间2019-9
- DOI10.1016/j.jeconom.2019.08.004
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