Sparse online principal component analysis for parameter estimation in factor model

DOI10.1007/S00180-022-01270-ZMaRDI QIDQ98559FDOQ98559

Authors: Chunjie Wei, Guoqi Qian, Guangbao Guo 

Publication date: 26 August 2022

Published in: Computational Statistics (Search for Journal in Brave)

Cited In (2)

• DLEGFM
• SOPC

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