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A Cholesky-based estimation for large-dimensional covariance matrices |
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| Authors: | Xiaoning Kang Chaoping Xie Mingqiu Wang |
| Affiliation: | aInternational Business College and Institute of Supply Chain Analytics, Dongbei University of Finance and Economics, Dalian, People''s Republic of China;bDepartment of International Economics and Trade, College of Economics and Management, Nanjing Agricultural University, Nanjing, People''s Republic of China;cSchool of Statistics, Qufu Normal University, Qufu, People''s Republic of China |
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