"Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional ..."

Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar (2022)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2022-10-25

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Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar:
Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. SoftCOM 2022: 1-6

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