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Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model

Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model

Authors :
Fukang Zhu
Yan Cui
Wai Keung Li
Source :
Statistics and Its Interface. 13:77-89
Publication Year :
2020
Publisher :
International Press of Boston, 2020.

Details

ISSN :
19387997 and 19387989
Volume :
13
Database :
OpenAIRE
Journal :
Statistics and Its Interface
Accession number :
edsair.doi...........f2678b5b5c7305df877a9e5286b80280
Full Text :
https://doi.org/10.4310/sii.2020.v13.n1.a7