Author:
Li Yuling,Zhou Huanchao,Hu Jiang
Funder
National Natural Science Foundation of China
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference24 articles.
1. Akaike, H., 1973. Information theory and an extension of the maximum likehood principle. In: Second International Symposium on Information Theory, pp. 267–281, ISBN 0012-9682.
2. An Introduction to Random Matrices;Anderson,2010
3. Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression;Bai;Bernoulli,2022
4. Enhancement of the applicability of Markowitz’s portfolio optimization by utilizing random matrix theory;Bai;Math. Finance,2009
5. On asymptotics of eigenvectors of large sample covariance matrix;Bai;Ann. Probab.,2007
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献