1607数学中等essaymedium
Why Sample Covariance Can Be Rank Deficient
题目
Why can a sample covariance matrix become rank deficient when the number of observations is smaller than the number of assets?
解题计时
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提交作答时记录，用于后续平均用时统计。
题目
Why can a sample covariance matrix become rank deficient when the number of observations is smaller than the number of assets?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。