北京师范大学统计学院
微信  |   微博  |   旧版  |  中文版
Recent Publications
【Paper】Junlong Zhao,etc. :Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models


Junlong Zhao  Hongyu Zhao,  Lixing Zhu.   Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models.   Statistics and Computing.  2017.     

 

DOI 10.1007/s11222-017-9762-6




北京师范大学统计学院
Copyright 2014 Beijing Normal University School of Statistics. All rights reserved.