Pages that link to "Item:Q898581"

The following pages link to Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581):

Displaying 22 items.

• Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Consistently recovering the signal from noisy functional data (Q2078554) (← links)
• Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
• A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
• Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Panel threshold models with interactive fixed effects (Q2227077) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Penalized Regression for Multiple Types of Many Features With Missing Data (Q6086158) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
• Shrinkage Estimation of Factor Models With Global and Group-Specific Factors (Q6617732) (← links)
• Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
• On the statistical analysis of high-dimensional factor models (Q6640119) (← links)