QQ客服 官方微博 反馈留言

	Adaptive test for mean vectors of high-dimensional time series data with factor structure
	Zhang, Mingjuan; Zhou, Cheng; He, Yong; Zhang, Xinsheng
刊名	JOURNAL OF THE KOREAN STATISTICAL SOCIETY
	2018
卷号	47期号:4页码:450-470
关键词	Approximate factor model Data-adaptive test High-dimensional time series Multiplier bootstrap
DOI	10.1016/j.jkss.2018.05.003
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4573550
专题	山东大学
作者单位	1.Fudan Univ, Sch Management, Shanghai 200433, Peoples R China. 2.Shandong Univ Finance & Ec
推荐引用方式 GB/T 7714	Zhang, Mingjuan,Zhou, Cheng,He, Yong,et al. Adaptive test for mean vectors of high-dimensional time series data with factor structure[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY,2018,47(4):450-470.
APA	Zhang, Mingjuan,Zhou, Cheng,He, Yong,&Zhang, Xinsheng.(2018).Adaptive test for mean vectors of high-dimensional time series data with factor structure.JOURNAL OF THE KOREAN STATISTICAL SOCIETY,47(4),450-470.
MLA	Zhang, Mingjuan,et al."Adaptive test for mean vectors of high-dimensional time series data with factor structure".JOURNAL OF THE KOREAN STATISTICAL SOCIETY 47.4(2018):450-470.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。