• Media type: E-Book
  • Title: Three Essays on Covariance Matrix Estimation and Factor Models in High Dimensions
  • Contributor: Zagidullina, Aygul [Verfasser]
  • imprint: Konstanz: KOPS Universität Konstanz, 2019
  • Extent: Online-Ressource
  • Language: English
  • Identifier:
  • Keywords: Dimensions ; Approximate Factor Model, Weak Factors, L1-regularization, High Dimensional Covariance Matrix
  • Origination:
  • University thesis: Dissertation, Konstanz, Universität Konstanz, 2019
  • Footnote:
  • Access State: Open Access