Keyphrases
Threshold Estimation
100%
Covariance Estimation
100%
Orthogonal Complement
100%
Convergence Rate
50%
Sparsity
50%
Simulation Study
50%
High-dimensional Data
50%
Principal Coordinate Analysis (PCoA)
50%
Asymptotic Results
50%
Uniform Convergence
50%
Threshold Method
50%
Covariance Matrix
50%
Sparse Covariance Matrix
50%
Sparsity Structure
50%
Portfolio Allocation
50%
Real Data Applications
50%
Approximate Factor Model
50%
Adaptive Thresholding
50%
Error Covariance Matrix
50%
Factor Analysis
50%
Sample Covariance Matrix
50%
High-dimensional Covariance
50%
Residual Covariance Matrix
50%
Cross-sectional Correlation
50%
Unobservable Factors
50%
Conditional Sparsity
50%
Sparse Residual
50%
Diverging Eigenvalues
50%
Sparse Error
50%
Unobserved Factors
50%
Factor Loadings
50%
Mathematics
Covariance
100%
Covariance Matrix
100%
Thresholding
100%
Orthogonal Complement
100%
Conditionals
50%
Approximates
50%
Asymptotics
25%
Dimensional Data
25%
Principal Component Analysis
25%
Eigenvalue
25%
Real Data
25%
Simulation Study
25%
Residuals
25%
Factor Analysis
25%
Sample Covariance Matrix
25%
Error Covariance
25%
Unobserved Factor
25%
Economics, Econometrics and Finance
Principal Components
100%
Factor Model
100%