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  • Search: subject:"Low rank decomposition"
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Subject
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Decomposition method 2 Dekompositionsverfahren 2 Factor analysis 2 Faktorenanalyse 2 Low rank decomposition 2 Estimation 1 Estimation theory 1 Factor augmented regressions 1 Minimum-rank 1 Nuclear-norm minimization 1 Principal components 1 Ranking method 1 Ranking-Verfahren 1 Regression analysis 1 Regressionsanalyse 1 Robust principal components 1 Schätztheorie 1 Schätzung 1 Singular-value thresholding 1 Theorie 1 Theory 1 Weak factors 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Bai, Jushan 2 Ng, Serena 2
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Journal of econometrics 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Approximate factor models with weaker loadings
Bai, Jushan; Ng, Serena - In: Journal of econometrics 235 (2023) 2, pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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Rank regularized estimation of approximate factor models
Bai, Jushan; Ng, Serena - In: Journal of econometrics 212 (2019) 1, pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
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