Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936): Difference between revisions

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Revision as of 00:05, 20 March 2024

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Asymptotics of the principal components estimator of large factor models with weakly influential factors
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    Asymptotics of the principal components estimator of large factor models with weakly influential factors (English)
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    12 May 2017
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    approximate factor models
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    principal components
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    weakly influential factors
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    weak factors
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    inconsistency
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    bias
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    asymptotic distribution
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    Marchenko-Pastur law
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