Projected principal component analysis in factor models (Q5963521)
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scientific article; zbMATH DE number 6543290
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| English | Projected principal component analysis in factor models |
scientific article; zbMATH DE number 6543290 |
Statements
Projected principal component analysis in factor models (English)
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22 February 2016
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semiparametric factor models
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high-dimensionality
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loading matrix modeling
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sieve approximation
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0.7731084823608398
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0.7725608348846436
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0.760126531124115
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0.7506147027015686
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0.7474333047866821
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