Rejoinder
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Publication:5881070
DOI10.1080/01621459.2022.2035099zbMath1506.62363OpenAlexW4210332394MaRDI QIDQ5881070
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Publication date: 9 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2022.2035099
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Multilinear algebra, tensor calculus (15A69)
Cites Work
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
- Efficient Semiparametric Estimation of the Fama-French Model and Extensions
- Perturbation bounds in connection with singular value decomposition
- Projected principal component analysis in factor models
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