Feasible weighted projected principal component analysis for semi-parametric factor models
Sung Hoon Choi
| Year of publication: |
2023
|
|---|---|
| Authors: | Choi, Sung Hoon |
| Subject: | Conditional sparsity | cross-sectional correlation | heteroscedasticity | semi-parametric factor models | unknown factors | Faktorenanalyse | Factor analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Korrelation | Correlation | Schätzung | Estimation | Hauptkomponentenanalyse | Principal component analysis | CAPM | Heteroskedastizität | Heteroscedasticity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utac031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014319342