Large-Dimensional Factor Analysis Without Moment Constraints

• 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
• Institution: National University of Singapore

10.1080/07350015.2020.1811101