Peking University
Beijing, Beijing 100871
China
Peking University - Guanghua School of Management
SSRN RANKINGS
in Total Papers Downloads
Covariance Regression; Covariance Matrix Estimation; Positive Definiteness; Portfolio Management
Adjacency Matrix; Bayesian Information Criterion; Covariance Estimation; Covariance Regression Network Model; High Dimensional Data
Bayesian Information Criterion, Minimal Variance Portfolio, Portfolio Selection, Risk Diversification
Generalized Linear Model, High Dimensional Data, Hypotheses Testing, Paid Search Advertising, Partial Covariance, Partial F-Test
Bias-Corrected Test; Covariance; Diagonality Test; High Dimensional Data; Multivariate Analysis
Correlated Predictors Screening; False Discovery Rate; High Dimensional Data; Single Coefficient Test
Hypotheses Testing; Multivariate Regression; Paid Search Advertising; Ultra High Dimensional Data
China Stock Market; High-dimensional data; Hypothesis testing; Latent factor structure; Two-Sample Test
