Inference in sparsity-induced weak factor models
Year of publication: |
2023
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Authors: | Uematsu, Yoshimasa ; Yamagata, Takashi |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 1, p. 126-139
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Subject: | Approximate factor models | Debiased SOFAR estimator | FDR and power | Multiple testing | Resparsification | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Induktive Statistik | Statistical inference |
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