JOURNAL ARTICLE

GLHT for High-Dimensional Covariance Matrices: A Normal-Reference Approach

Jingyi WangTianming ZhuJin-Ting Zhang

Year: 2025 Journal:   Journal of Business and Economic Statistics Pages: 1-12   Publisher: Taylor & Francis
Keywords:
Covariance Covariance intersection Estimation of covariance matrices Mathematics Computer science Applied mathematics Statistics

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Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability
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