Projected estimation for large-dimensional matrix factor models (Q159941)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7538797
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Projected estimation for large-dimensional matrix factor models |
scientific article; zbMATH DE number 7538797 |
Statements
229
0 references
1
0 references
201-217
0 references
July 2022
0 references
9 June 2022
0 references
Projected estimation for large-dimensional matrix factor models (English)
0 references
matrix factor model
0 references
vector factor model
0 references
column covariance matrix
0 references
row covariance matrix
0 references
0 references
Yong He
0 references
Xin-Bing Kong
0 references
Long Yu
0 references
Xinsheng Zhang
0 references