On the statistical analysis of high-dimensional factor models

DOI10.1007/s00362-024-01557-xMaRDI QIDQ6640119

Bing-Yi Jing, Junfan Mao, Jian-hua Guo, Zhigen Gao

Publication date: 18 November 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiescommon factorshigh-dimensional factor modelsquasi maximum likelihood estimations

Mathematics Subject Classification ID

Statistics (62-XX)

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