Large-Dimensional Factor Analysis Without Moment Constraints

10.1080/07350015.2020.1811101

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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
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-191965
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spelling	sg-nus-scholar.10635-1919652024-04-03T09:12:26Z Large-Dimensional Factor Analysis Without Moment Constraints He, Yong Kong, Xinbing Yu, Long Zhang, Xinsheng CIVIL AND ENVIRONMENTAL ENGINEERING 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 10.1080/07350015.2020.1811101 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 2021-06-11T01:15:26Z 2021-06-11T01:15:26Z 2020-09-11 2021-06-08T05:48:16Z Article He, Yong, Kong, Xinbing, Yu, Long, Zhang, Xinsheng (2020-09-11). Large-Dimensional Factor Analysis Without Moment Constraints. JOURNAL OF BUSINESS & ECONOMIC STATISTICS. ScholarBank@NUS Repository. https://doi.org/10.1080/07350015.2020.1811101 0735-0015 1537-2707 https://scholarbank.nus.edu.sg/handle/10635/191965 en AMER STATISTICAL ASSOC Elements
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	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
spellingShingle	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 He, Yong Kong, Xinbing Yu, Long Zhang, Xinsheng Large-Dimensional Factor Analysis Without Moment Constraints
description	10.1080/07350015.2020.1811101
author2	CIVIL AND ENVIRONMENTAL ENGINEERING
author_facet	CIVIL AND ENVIRONMENTAL ENGINEERING He, Yong Kong, Xinbing Yu, Long Zhang, Xinsheng
format	Article
author	He, Yong Kong, Xinbing Yu, Long Zhang, Xinsheng
author_sort	He, Yong
title	Large-Dimensional Factor Analysis Without Moment Constraints
title_short	Large-Dimensional Factor Analysis Without Moment Constraints
title_full	Large-Dimensional Factor Analysis Without Moment Constraints
title_fullStr	Large-Dimensional Factor Analysis Without Moment Constraints
title_full_unstemmed	Large-Dimensional Factor Analysis Without Moment Constraints
title_sort	large-dimensional factor analysis without moment constraints
publisher	AMER STATISTICAL ASSOC
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/191965
_version_	1795374640657334272

Large-Dimensional Factor Analysis Without Moment Constraints

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