Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517)
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scientific article; zbMATH DE number 7814006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mining the factor zoo: estimation of latent factor models with sufficient proxies |
scientific article; zbMATH DE number 7814006 |
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Mining the factor zoo: estimation of latent factor models with sufficient proxies (English)
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6 March 2024
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low rank
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heavy tails
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high dimensionality
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reduced-rank regression
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