Mahalanobis distances on factor model based estimation
Year of publication: |
2020
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Authors: | Dai, Deliang |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 8.2020, 1/10, p. 1-11
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Subject: | covariance matrix estimation | dimension reduction | multivariate analysis | outlier detection | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Faktorenanalyse | Factor analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics8010010 [DOI] hdl:10419/247558 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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