Estimation of a multiplicative covariance structure in the large dimensional case

First Author: Hafner C

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2016.5216

Publication URI: http://dx.doi.org/10.1920/wp.cem.2016.5216

Type: Working Paper