Large-dimensional factor analysis without moment constraints
Yong He, Xinbing Kong, Long Yu, and Xinsheng Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | He, Yong ; Kong, Xinbing ; Yu, Long ; Zhang, Xinsheng |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 1, p. 302-312
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| Subject: | Elliptical factor model | Multivariate Kendall’s tau matrix | Ordinary least square regression | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1811101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804113