An overview of the estimation of large covariance and precision matrices

Overview of attention for article published in Econometrics Journal, March 2016

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twitter: 3 X users

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mendeley: 275 Mendeley
citeulike: 1 CiteULike

So far, Altmetric has seen 3 X posts from 3 X users, with an upper bound of 3,515 followers.

RT @AlejandroSBe: @ribarcodi Gracias! Mostramos que MD + Cross-fitting funciona con cualquier estimador consistente de la matriz de pesos.…

@ribarcodi Gracias! Mostramos que MD + Cross-fitting funciona con cualquier estimador consistente de la matriz de pesos. Recomendamos GLASSO para ciertos modelos dinámicos de panel. Los bloques pueden ser relevantes en otros ejemplos y hay opciones (Fan e…

An overview of the estimation of large covariance and precision matrices - Fan - 2016 - The Econometrics Journal - Wiley Online Library https://t.co/zucVfSS7Cq

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