Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6477034 / rank | |||
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misspecification | |||
| Property / zbMATH Keywords: misspecification / rank | |||
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factor model | |||
| Property / zbMATH Keywords: factor model / rank | |||
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number of factors | |||
| Property / zbMATH Keywords: number of factors / rank | |||
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loss efficiency | |||
| Property / zbMATH Keywords: loss efficiency / rank | |||
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Revision as of 22:34, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of the squared estimation error in misspecified factor models |
scientific article |
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Asymptotic analysis of the squared estimation error in misspecified factor models (English)
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31 August 2015
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misspecification
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factor model
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number of factors
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loss efficiency
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