Projected estimation for large-dimensional matrix factor models (Q159941)
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scientific article; zbMATH DE number 7538797
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| English | Projected estimation for large-dimensional matrix factor models |
scientific article; zbMATH DE number 7538797 |
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229
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1
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201-217
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July 2022
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9 June 2022
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Projected estimation for large-dimensional matrix factor models (English)
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matrix factor model
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vector factor model
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column covariance matrix
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row covariance matrix
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