Work

Noise variance estimation in a large-dimensional approximate factor model and its application

Year: 2026

Type: article

Source: Random Matrices Theory and Application

DOI: 10.1142/s2010326326500012

Authors: Rui Wang, Dandan Jiang

Institution: Xi'an Jiaotong University

Language: English

Topic: Random Matrices and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G8062590584

OpenAlex ID: W7124433876

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Cites: 31

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