Covariance Model with General Linear Structure and Divergent Parameters
Work
Year: 2022
Type: article
Abstract: For estimating the large covariance matrix with a limited sample size, we propose the covariance model with general linear structure (CMGL) by employing the general link function to connect the covari... more
Authors Xinyan Fan, Wei Lan, Tao Zou, ChihâLing Tsai
Institutions Renmin University of China, Southwestern University of Finance and Economics, Australian National University, University of California, Davis
Cites: 57
Cited by: 2
Related to: 10
FWCI: 0.46
Citation percentile (by year/subfield): 34.26
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 12171395, 11931014, NSFC, 71991472