Tests for group-specific heterogeneity in high-dimensional factor models (Q6183687)
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scientific article; zbMATH DE number 7783448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tests for group-specific heterogeneity in high-dimensional factor models |
scientific article; zbMATH DE number 7783448 |
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Tests for group-specific heterogeneity in high-dimensional factor models (English)
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4 January 2024
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factor models
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group-specific heterogeneity
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permutation
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statistical test
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