High-Dimensional Analysis On Matrix Decomposition With Application To Correlation Matrix Estimation In Factor Models
Ph.D
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Main Author: | WU BIN |
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Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/53643 |
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Institution: | National University of Singapore |
Language: | English |
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