Statistical analysis of factor models of high dimension (Q450044)
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scientific article; zbMATH DE number 6075621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of factor models of high dimension |
scientific article; zbMATH DE number 6075621 |
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Statistical analysis of factor models of high dimension (English)
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3 September 2012
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maximum likelihood estimation
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factor loadings
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idiosyncratic variances
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principal components
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