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Sub-Gaussian High-Dimensional Covariance Matrix Estimation under Elliptical Factor Model with 2 + εth Moment

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ding, Yi, Zheng, Xinghua
Formato:	Preprint
Publicado:	2024
Materias:	Statistics Theory
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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