Factor modeling for high-dimensional interval-valued data

DOI10.1515/SNDE-2024-0019MaRDI QIDQ6839064zbMATH OpenFDO

Authors Yan Guo, Guchu Zou, Jianhong Wu

Publication date 24 March 2026

Published in Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/SNDE-2024-0019

zbMATH Keywords

approximate factor modelsfactor analysisinterval-valued datanumber of factorsprincipal components

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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