Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"
Christian M. Hafner, Oliver B. Linton, Haihan Tang
TL;DR
This supplementary material supports the main paper by providing additional details, proofs, and data related to estimating a multiplicative correlation structure in high-dimensional settings.
Contribution
It offers supplementary insights and technical details that enhance understanding of the novel estimation method proposed in the main paper.
Findings
Additional proofs and derivations included
Extended simulation results provided
Supporting data enhances main findings
Abstract
Supplementary Material for "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsMatrix Theory and Algorithms · advanced mathematical theories · Advanced Mathematical Modeling in Engineering