• 2514 Citations
20042021
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Research Output 2004 2019

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2016

Approaches to High-Dimensional Covariance and Precision Matrix Estimations

Fan, J., Liao, Y. & Liu, H., Apr 29 2016, Financial Signal Processing and Machine Learning. wiley, p. 100-134 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Covariance matrix
Factor analysis
Finance
Risk management
Gene expression