Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175)

From MaRDI portal





scientific article; zbMATH DE number 6477034
Language Label Description Also known as
English
Asymptotic analysis of the squared estimation error in misspecified factor models
scientific article; zbMATH DE number 6477034

    Statements

    Asymptotic analysis of the squared estimation error in misspecified factor models (English)
    0 references
    0 references
    31 August 2015
    0 references
    misspecification
    0 references
    factor model
    0 references
    number of factors
    0 references
    loss efficiency
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers