【论文】王禄恒、李润泽等：“Ultrahigh Dimensional Precision Matrix Estimation via Refitted Cross Validation”
日期：2019-08-28 |点击量：
Luheng Wang, Zhao Chen, Christina Dan Wangand Runze Li：“Ultrahigh Dimensional Precision Matrix Estimation via Refitted Cross Validation”，Journal of Econometrics
