Sparse online principal component analysis for parameter estimation in factor model

DOI10.1007/S00180-022-01270-ZMaRDI QIDQ98559FDO

Authors Guangbao Guo, Chunjie Wei, Guoqi Qian

Publication date 26 August 2022

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00180-022-01270-Z

Cited in

(2)

• DLEGFM
• SOPC

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