Jin Yang1,2,3, Heng Lian4, Wenyang Zhang5

  • 1School of Statistics and Data Sciences, Nankai University, Tianjin, China.

Communications in mathematics and statistics
|April 24, 2025
PubMed
概括

这项研究引入了一种新型的高维动态共变矩阵类型,具有嵌入式添加结构. 拟议的估计程序在有限的样本大小方面表现出有效性,特别是在投资组合分配应用中.

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