Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465)
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scientific article; zbMATH DE number 6952375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi maximum likelihood analysis of high dimensional constrained factor models |
scientific article; zbMATH DE number 6952375 |
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Quasi maximum likelihood analysis of high dimensional constrained factor models (English)
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12 October 2018
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constrained factor models
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maximum likelihood estimation
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high dimensionality
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inferential theory
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