TY  - RPRT
TI  - Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
AU  - Chen, Song Xi
AU  - Guo, Bin
AU  - Qiu, Yumou
PY  - 2022
DO  - 10.1016/j.jeconom.2022.10.008
UR  - https://www.osti.gov/biblio/2421571
ID  - 2421571
ER  -