Statistical analysis of sparse approximate factor models
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Cited in
(9)- Efficient estimation of approximate factor models via penalized maximum likelihood
- Rank regularized estimation of approximate factor models
- Factor Analysis and Alternating Minimization
- Nonsparse learning with latent variables
- Bridging factor and sparse models
- The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
- A note on statistical analysis of factor models of high dimension
- Sparse factor model based on trend filtering
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model
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