Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types

DOI10.1080/01621459.2021.1999818MaRDI QIDQ75986FDO

Authors Wei Liu, Huazhen Lin, Shurong Zheng, Jin Liu

Publication date 21 December 2021

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Cited in

(1)

• GFM

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