For Publishers
DiscoveryMetadataPeer reviewHostingPublishing
For Researchers
JoinPublishReviewCollect
Register
Blog
About
Search
Advanced search
My ScienceOpen
Search
For Publishers
For Researchers
Blog
About
17
views
81
references
 Top references
cited by
83
    
0 reviews
 Review
0
comments
 Comment
0
recommends
+1 Recommend
0 collections
    0
    shares
      1,632
      similar
       All similar
      • Record: found
      • Abstract: not found
      • Article: not found

      Large covariance estimation by thresholding principal orthogonal complements

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
      Publisher: Wiley-Blackwell

      Read this article at

      ScienceOpenPublisher
      Bookmark
          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Abstract

          Related collections

          Most cited references81

          • Record: found
          • Abstract: not found
          • Article: not found

          Common risk factors in the returns on stocks and bonds

          Eugene Fama, Kenneth French (1993)
          Article 0 comments Cited 1613 times – based on 0 reviews     Review now
            Bookmark
            • Record: found
            • Abstract: not found
            • Article: not found

            Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

            M. Pesaran (2006)
            Article 0 comments Cited 701 times – based on 0 reviews     Review now
              Bookmark
              • Record: found
              • Abstract: not found
              • Article: not found

              The Cross-Section of Expected Stock Returns

              Eugene Fama, Kenneth French (1992)
              Article 0 comments Cited 664 times – based on 0 reviews     Review now
                Bookmark
                All references

                Author and article information

                Journal
                Title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
                Abbreviated Title: J. R. Stat. Soc. B
                Publisher: Wiley-Blackwell
                ISSN: 13697412
                Publication date Created: September 2013
                Publication date (Print): September 2013
                Volume: 75
                Issue: 4
                Pages: 603-680
                Article
                DOI: 10.1111/rssb.12016
                SO-VID: 708e5828-1a45-4f9a-8f7b-7ae9ad0cd54e
                Copyright © © 2013
                License:

                http://doi.wiley.com/10.1002/tdm_license_1.1

                History

                Data availability:

                Comments

                Comment on this article

                scite_

                Similar content1,632

                See all similar

                Cited by83

                See all cited by

                Most referenced authors732

                See all reference authors