Factor models with local factors -- determining the number of relevant factors (Q2673197)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor models with local factors -- determining the number of relevant factors |
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Factor models with local factors -- determining the number of relevant factors (English)
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9 June 2022
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high-dimensional data
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factor models
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weak factors
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local factors
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sparsity
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