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

JOURNAL ARTICLE

Year: 2025 Journal: Journal of Business and Economic Statistics Pages: 1-12 Publisher: Taylor & Francis

DOI: 10.1080/07350015.2025.2505490

Keywords:

Covariance Covariance intersection Estimation of covariance matrices Mathematics Computer science Applied mathematics Statistics

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