Semiparametric functional factor models with Bayesian rank selection (Q6203345): Difference between revisions

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Latest revision as of 13:03, 27 August 2024

scientific article; zbMATH DE number 7810213
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English
Semiparametric functional factor models with Bayesian rank selection
scientific article; zbMATH DE number 7810213

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    Semiparametric functional factor models with Bayesian rank selection (English)
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    27 February 2024
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    factor analysis
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    nonparametric regression
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    shrinkage prior
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    spike-and-slab prior
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    yield curve
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