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

DOI10.1080/01621459.2021.1999818MaRDI QIDQ75986FDOQ75986

Jin Liu, Shurong Zheng, Wei Liu, Huazhen Lin

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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