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On the penalized maximum likelihood estimation of high-dimensional approximate factor model

Crossref DOI link: https://doi.org/10.1007/s00180-019-00869-z

Published Online: 2019-01-23

Published Print: 2019-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Wang, Shaoxin https://orcid.org/0000-0001-8885-8957
Yang, Hu

Yao, Chaoli
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11671059, 11761020)

Shandong Province Higher Educational Science and Technology Program (J17KA160)
License Information

Text and Data Mining valid from 2019-01-23
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Article History

Received: 18 January 2018

Accepted: 16 January 2019

First Online: 23 January 2019