Identifying and interpreting the factors in factor models via sparsity : different approaches
Thomas Despois, Catherine Doz
| Year of publication: |
2023
|
|---|---|
| Authors: | Despois, Thomas ; Doz, Catherine |
| Subject: | factor interpretation | factor model | factor rotation | identification | sparse PCA | sparsity | Faktorenanalyse | Factor analysis | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2967 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288017