Inference in sparsity-induced weak factor models
Yoshimasa Uematsu and Takashi Yamagata
| Year of publication: |
2023
|
|---|---|
| Authors: | Uematsu, Yoshimasa ; Yamagata, Takashi |
| Subject: | Approximate factor models | Debiased SOFAR estimator | FDR and power | Multiple testing | Resparsification | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Schätzung | Estimation | Induktive Statistik | Statistical inference | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.2003203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540652