A note on statistical analysis of factor models of high dimension (Q2238502)
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scientific article; zbMATH DE number 7418509
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on statistical analysis of factor models of high dimension |
scientific article; zbMATH DE number 7418509 |
Statements
A note on statistical analysis of factor models of high dimension (English)
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1 November 2021
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bounded in probability
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heteroscedasticity
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high-dimensional linear factor model
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0.8777822852134705
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0.802814781665802
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0.792639434337616
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0.7839241623878479
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