Projected principal component analysis in factor models
Author(s): Fan, Jianqing; Liao, Yuan; Wang, Weichen
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Fan, Jianqing | en_US |
| dc.contributor.author | Liao, Yuan | en_US |
| dc.contributor.author | Wang, Weichen | en_US |
| dc.date.accessioned | 2018-07-20T15:06:53Z | - |
| dc.date.available | 2018-07-20T15:06:53Z | - |
| dc.date.issued | 2016-02 | en_US |
| dc.identifier.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 | en_US |
| dc.identifier.issn | 0090-5364 | en_US |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/pr17d4b | - |
| dc.format.extent | 219 - 254 | en_US |
| dc.relation.ispartof | The Annals of Statistics | en_US |
| dc.title | Projected principal component analysis in factor models | en_US |
| dc.type | Journal Article | - |
| dc.identifier.doi | doi:10.1214/15-AOS1364 | en_US |
| pu.type.symplectic | http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article | en_US |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| Projected principal component analysis in factor models.pdf | 2.69 MB | Adobe PDF | View/Download |
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