The econometrics of mean-variance efficiency tests: a survey

By Enrique Sentana. 2009

73 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5f74a100aba4416bb701c184b3d636af07df6ce1

Citations in the corpus

• Large Covariance Estimation by Thresholding Principal Orthogonal Complements (2011, unknown): “We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data.”