Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936)
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scientific article; zbMATH DE number 6714698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the principal components estimator of large factor models with weakly influential factors |
scientific article; zbMATH DE number 6714698 |
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Asymptotics of the principal components estimator of large factor models with weakly influential factors (English)
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12 May 2017
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approximate factor models
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principal components
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weakly influential factors
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weak factors
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inconsistency
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bias
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asymptotic distribution
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Marchenko-Pastur law
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