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A note on statistical analysis of factor models of high dimension |
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| Authors: | Gao Zhigen Guo Jianhua Ma Yanyuan |
| Institution: | 1.KLAS and School of Mathematics and Statistics, Northeast Normal University, Changchun, 130024, China ;2.Department of Statistics, Pennsylvania State University, University Park, PA, 16802, USA ; |
| Abstract: | Science China Mathematics - Linear factor models are familiar tools used in many fields. Several pioneering literatures established foundational theoretical results of the quasi-maximum likelihood... |
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