Semiparametric functional factor models with Bayesian rank selection (Q6203345)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7810213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Semiparametric functional factor models with Bayesian rank selection |
scientific article; zbMATH DE number 7810213 |
Statements
Semiparametric functional factor models with Bayesian rank selection (English)
0 references
27 February 2024
0 references
factor analysis
0 references
nonparametric regression
0 references
shrinkage prior
0 references
spike-and-slab prior
0 references
yield curve
0 references
0 references
0 references
0.7063790559768677
0 references
0.7056437730789185
0 references
0.6903373599052429
0 references
0.6898587942123413
0 references
0.6862185001373291
0 references
