Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"
Statistics Theory
2019-05-23 v2 Statistics Theory
Abstract
Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"
Keywords
Cite
@article{arxiv.1810.06787,
title = {Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"},
author = {Christian M. Hafner and Oliver B. Linton and Haihan Tang},
journal= {arXiv preprint arXiv:1810.06787},
year = {2019}
}