Maximum likelihood estimation and inference for approximate factor models of high dimension
Year of publication: |
May 2016
|
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Authors: | Bai, Jushan ; Li, Kunpeng |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 98.2016, 2, p. 298-309
|
Subject: | Faktorenanalyse | Factor analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Induktive Statistik | Statistical inference | Theorie | Theory |
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