Model averaging estimation for high-dimensional covariance matrices with a network structure.

Zhu R, Zhang X, Ma Y, Zou G

Open source

DOI
10.1093/ectj/utaa030
Published
2021 Jan
Container
The econometrics journal
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1093/ectj/utaa030,
  title = {Model averaging estimation for high-dimensional covariance matrices with a network structure.},
  author = {Zhu R and Zhang X and Ma Y and Zou G},
  year = {2021},
  journal = {The econometrics journal},
  doi = {10.1093/ectj/utaa030},
  url = {https://doi.org/10.1093/ectj/utaa030}
}

RIS

TY  - JOUR
TI  - Model averaging estimation for high-dimensional covariance matrices with a network structure.
AU  - Zhu R
AU  - Zhang X
AU  - Ma Y
AU  - Zou G
PY  - 2021
JO  - The econometrics journal
DO  - 10.1093/ectj/utaa030
UR  - https://doi.org/10.1093/ectj/utaa030
ER  - 

APA

R, Z., X, Z., Y, M., & G, Z. (2021). Model averaging estimation for high-dimensional covariance matrices with a network structure.. The econometrics journal. https://doi.org/10.1093/ectj/utaa030

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