Statistical analysis of factor models of high dimension (Q450044)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Statistical analysis of factor models of high dimension |
scientific article; zbMATH DE number 6075621
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical analysis of factor models of high dimension |
scientific article; zbMATH DE number 6075621 |
Statements
Statistical analysis of factor models of high dimension (English)
0 references
3 September 2012
0 references
maximum likelihood estimation
0 references
factor loadings
0 references
idiosyncratic variances
0 references
principal components
0 references
0 references
0 references
0.8778504133224487
0 references
0.8777822852134705
0 references
0.8351444005966187
0 references
0.8295653462409973
0 references
