Approximate factor models: Finite sample distributions (Q5290896)
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scientific article; zbMATH DE number 5021838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate factor models: Finite sample distributions |
scientific article; zbMATH DE number 5021838 |
Statements
Approximate factor models: Finite sample distributions (English)
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3 May 2006
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approximate factor models
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principal components
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latent factors
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eigenvalues
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eigenvectors
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orthogonal rotation
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sampling distribution
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