High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models

Ph.D

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Bibliographic Details
Main Author:	WU BIN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2014
Subjects:	matrix decomposition, low-rank, sparse, high-dimensional, correlation matrix, factor model
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/53643
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-53643
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spelling	sg-nus-scholar.10635-536432024-10-26T16:50:14Z High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models WU BIN MATHEMATICS SUN DEFENG matrix decomposition, low-rank, sparse, high-dimensional, correlation matrix, factor model Ph.D DOCTOR OF PHILOSOPHY 2014-05-31T18:00:55Z 2014-05-31T18:00:55Z 2014-01-24 Thesis WU BIN (2014-01-24). High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/53643 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	matrix decomposition, low-rank, sparse, high-dimensional, correlation matrix, factor model
spellingShingle	matrix decomposition, low-rank, sparse, high-dimensional, correlation matrix, factor model WU BIN High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS WU BIN
format	Theses and Dissertations
author	WU BIN
author_sort	WU BIN
title	High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
title_short	High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
title_full	High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
title_fullStr	High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
title_full_unstemmed	High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
title_sort	high-dimensional analysis on matrix decomposition with application to correlation matrix estimation in factor models
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/53643
_version_	1821215326705025024

High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models

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