Estimation of high-dimensional linear factor models with grouped variables
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Publication:764504
DOI10.1016/j.jmva.2011.10.001zbMath1236.62062OpenAlexW1985530268MaRDI QIDQ764504
Publication date: 13 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.10.001
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)
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