Projected principal component analysis in factor models
Author(s): Fan, Jianqing; Liao, Yuan; Wang, Weichen
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http://arks.princeton.edu/ark:/88435/pr17d4b| Publication Date: | Feb-2016 |
| Citation: | Fan, Jianqing, Liao, Yuan, Wang, Weichen. (2016). Projected principal component analysis in factor models. The Annals of Statistics, 44 (1), 219 - 254. doi:10.1214/15-AOS1364 |
| DOI: | doi:10.1214/15-AOS1364 |
| ISSN: | 0090-5364 |
| Pages: | 219 - 254 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | The Annals of Statistics |
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