Phase I analysis of high-dimensional covariance matrices based on sparse leading eigenvalues-Reference-Cited by-同舟云学术

Phase I analysis of high-dimensional covariance matrices based on sparse leading eigenvalues

Author:

Fan Jinyu¹,Shu Lianjie²^ORCID,Yang Aijun³,Li Yanting⁴

Affiliation:

1. School of Mathematics and Statistics, Guangdong University of Finance and Economics, Guangzhou, China

2. Faculty of Business, University of Macau, Macau, China

3. College of Economics and Management, Nanjing Forest University, Nanjing, China

4. Department of Industrial Engineering and Logistics Management, Shanghai Jiao Tong University, Shanghai, China

Funder

Big data and Educational Statistics Application Laboratory

Research Committee

the Science and Technology Development Fund

Macau SAR

the National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Strategy and Management,Safety, Risk, Reliability and Quality

Link

Reference31 articles.

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