Test of conditional independence in factor models via Hilbert-Schmidt independence criterion
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Publication:6183689
DOI10.1016/j.jmva.2023.105241OpenAlexW4386983202MaRDI QIDQ6183689
Publication date: 4 January 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105241
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
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