Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465)
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scientific article; zbMATH DE number 6952375
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| English | Quasi maximum likelihood analysis of high dimensional constrained factor models |
scientific article; zbMATH DE number 6952375 |
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Quasi maximum likelihood analysis of high dimensional constrained factor models (English)
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12 October 2018
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constrained factor models
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maximum likelihood estimation
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high dimensionality
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inferential theory
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0.8634727597236633
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0.8378236293792725
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0.8351444005966187
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0.802814781665802
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0.7719061970710754
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