A note on statistical analysis of factor models of high dimension (Q2238502)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on statistical analysis of factor models of high dimension |
scientific article |
Statements
A note on statistical analysis of factor models of high dimension (English)
0 references
1 November 2021
0 references
bounded in probability
0 references
heteroscedasticity
0 references
high-dimensional linear factor model
0 references
