Shrinkage estimation of multiple threshold factor models (Q6108331)
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scientific article; zbMATH DE number 7704518
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| English | Shrinkage estimation of multiple threshold factor models |
scientific article; zbMATH DE number 7704518 |
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Shrinkage estimation of multiple threshold factor models (English)
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29 June 2023
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dimension reduction
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group Lasso
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information criterion
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nonlinear factor model
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principal component analysis
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