Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Award ID(s):
- 1820702
- PAR ID:
- 10146731
- Date Published:
- Journal Name:
- Journal of Econometrics
- Volume:
- 215
- Issue:
- 1
- ISSN:
- 0304-4076
- Page Range / eLocation ID:
- 118 to 130
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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