Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / zbMATH DE Number: 6714698 / rank | |||
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approximate factor models | |||
| Property / zbMATH Keywords: approximate factor models / rank | |||
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principal components | |||
| Property / zbMATH Keywords: principal components / rank | |||
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weakly influential factors | |||
| Property / zbMATH Keywords: weakly influential factors / rank | |||
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weak factors | |||
| Property / zbMATH Keywords: weak factors / rank | |||
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inconsistency | |||
| Property / zbMATH Keywords: inconsistency / rank | |||
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bias | |||
| Property / zbMATH Keywords: bias / rank | |||
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asymptotic distribution | |||
| Property / zbMATH Keywords: asymptotic distribution / rank | |||
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Marchenko-Pastur law | |||
| Property / zbMATH Keywords: Marchenko-Pastur law / rank | |||
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Revision as of 07:06, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the principal components estimator of large factor models with weakly influential factors |
scientific article |
Statements
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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