Generalized factor model for ultra-high dimensional correlated variables with mixed types
10.1080/01621459.2021.1999818
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Taylor & Francis
2023
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/242102 |
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| Institution: | National University of Singapore |