Homogeneity and structure identification in semiparametric factor models
Year of publication: |
2022
|
---|---|
Authors: | Guo, Chaohui ; Li, Jialiang |
Subject: | B-splines | Binary segmentation algorithm | Homogeneity | Semiparametric factor models | Subgroup identification | Faktorenanalyse | Factor analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
-
Stable implied calibration of a multi-factor LIBOR model via semi-parametric correlation structure
Schoenmakers, John, (2000)
-
A Semiparametric Factor Model for CDO Surfaces Dynamics
Choroś-Tomczyka, Barbara, (2016)
-
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
Brüggemann, Ralf, (2017)
- More ...
-
SCAD penalized rank regression with a diverging number of parameters
Yang, Hu, (2015)
-
An efficient and robust variable selection method for longitudinal generalized linear models
Lv, Jing, (2015)
-
A robust and efficient estimation method for single-index varying-coefficient models
Yang, Hu, (2014)
- More ...