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Semiparametric functional factor models with Bayesian rank selection - MaRDI portal

Semiparametric functional factor models with Bayesian rank selection (Q6203345)

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scientific article; zbMATH DE number 7810213
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English
Semiparametric functional factor models with Bayesian rank selection
scientific article; zbMATH DE number 7810213

    Statements

    title
    Semiparametric functional factor models with Bayesian rank selection (English)
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    arXiv ID
    2108.02151
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    DOI
    10.1214/23-ba1410
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    author
    Daniel R. Kowal
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    Antonio Canale
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    publication date
    27 February 2024
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    Mathematics Subject Classification ID
    62R10
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    62F15
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    62G08
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    62H25
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    62P05
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    zbMATH DE Number
    7810213
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    zbMATH Keywords
    factor analysis
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    nonparametric regression
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    shrinkage prior
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    spike-and-slab prior
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    yield curve
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    OpenAlex ID
    W3188835777
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    cites work
    Q4821526
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    Q5396636
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    Q4272472
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    Q2896198
    0 references
     
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