Semiparametric functional factor models with Bayesian rank selection (Q6203345)
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scientific article; zbMATH DE number 7810213
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| 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)
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27 February 2024
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factor analysis
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nonparametric regression
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shrinkage prior
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spike-and-slab prior
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yield curve
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