Sequential scaled sparse factor regression
Zemin Zheng, Yang Li, Jie Wu, and Yuchen Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Zheng, Zemin ; Li, Yang ; Wu, Jie ; Wang, Yuchen |
| 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. 40.2022, 2, p. 595-604
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| Subject: | Big data | Scalability | Latent factors | Sparse reduced-rank regression | Stock short interest analysis | Tuning insensitiveness | Regressionsanalyse | Regression analysis | Big Data | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Description of contents: | Description [tandfonline.com] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1844212 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013533979