Projected principal component analysis in factor models (Q5963521)

From MaRDI portal
scientific article; zbMATH DE number 6543290
Language Label Description Also known as
English
Projected principal component analysis in factor models
scientific article; zbMATH DE number 6543290

    Statements

    Projected principal component analysis in factor models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    22 February 2016
    0 references
    0 references
    semiparametric factor models
    0 references
    high-dimensionality
    0 references
    loading matrix modeling
    0 references
    sieve approximation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references