Factor and Idiosyncratic Empirical Processes (Q5242464)

From MaRDI portal
scientific article; zbMATH DE number 7128429
Language Label Description Also known as
English
Factor and Idiosyncratic Empirical Processes
scientific article; zbMATH DE number 7128429

    Statements

    Factor and Idiosyncratic Empirical Processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    12 November 2019
    0 references
    empirical process
    0 references
    factor model
    0 references
    principal component analysis
    0 references
    simultaneous confidence band
    0 references

    Identifiers