Large-dimensional factor analysis without moment constraints
Year of publication: |
2022
|
---|---|
Authors: | He, Yong ; Kong, Xinbing ; Yu, Long ; Zhang, Xinsheng |
Subject: | Elliptical factor model | Multivariate Kendall’s tau matrix | Ordinary least square regression | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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