Discussion of ``Large covariance estimation by thresholding principal orthogonal complements", by J. Fan, Y. Liao, and M. Mincheva

M. Hallin

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	647-648
Journal	Journal of the Royal Statistical Society Series B-Statistical Methodology
Volume	75
Publication status	Published - 2013

Cite this

@article{a7387453457d4887af142aa354966f43,

title = "Discussion of ``Large covariance estimation by thresholding principal orthogonal complements{"}, by J. Fan, Y. Liao, and M. Mincheva",

author = "M. Hallin",

year = "2013",

language = "English",

volume = "75",

pages = "647--648",

journal = "Journal of the Royal Statistical Society Series B-Statistical Methodology",

issn = "1369-7412",

publisher = "Wiley-Blackwell",

}

TY - JOUR

T1 - Discussion of ``Large covariance estimation by thresholding principal orthogonal complements", by J. Fan, Y. Liao, and M. Mincheva

AU - Hallin, M.

PY - 2013

Y1 - 2013

M3 - Article

SN - 1369-7412

VL - 75

SP - 647

EP - 648

JO - Journal of the Royal Statistical Society Series B-Statistical Methodology

JF - Journal of the Royal Statistical Society Series B-Statistical Methodology

ER -