Constrained factor models (Q5255697)
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scientific article; zbMATH DE number 6446526
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Constrained factor models |
scientific article; zbMATH DE number 6446526 |
Statements
Constrained Factor Models (English)
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17 June 2015
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approximate factor model
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PCA
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eigenvalues
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least squares estimation
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likelihood ratio test
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noise-to-signal ratio
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0.8634727597236633
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0.8460908532142639
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0.8276063799858093
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0.796688437461853
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0.7941099405288696
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