Large-Dimensional Factor Analysis Without Moment Constraints

Large-Dimensional Factor Analysis Without Moment Constraints

10.1080/07350015.2020.1811101

Saved in:

Bibliographic Details
Main Authors:	He, Yong, Kong, Xinbing, Yu, Long, Zhang, Xinsheng
Other Authors:	CIVIL AND ENVIRONMENTAL ENGINEERING
Format:	Article
Language:	English
Published:	AMER STATISTICAL ASSOC 2021
Subjects:	Social Sciences Science & Technology Physical Sciences Economics Social Sciences, Mathematical Methods Statistics & Probability Business & Economics Mathematical Methods In Social Sciences Mathematics Elliptical factor model Multivariate Kendall's tau matrix Ordinary least square regression LARGE COVARIANCE ESTIMATION FACTOR MODELS RATIO TEST NUMBER
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/191965
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore
Language:	English

Description
Summary:	10.1080/07350015.2020.1811101