This article investigates the large sample properties of the variance, weights, and risk of high-dimensional portfolios where the inverse of the covariance matrix of excess asset returns is estimated
This is a simulation result of the effectiveness improvement methods for high-dimensional data testing (such as mean testing, linear model testing, and independence testing), including images and tabl
Modern high-dimensional statistical inference often faces the problem of missing data. In recent decades, many studies have focused on this topic and provided strategies including complete-sample anal
When responses of massive data are hard to obtain due to some reasons such as privacy and security, high cost and administrative management, response-free subsampling is considered. In this paper, we
