Sparse online principal component analysis for parameter estimation in factor model
Crossref DOI link: https://doi.org/10.1007/s00180-022-01270-z
Published Online: 2022-08-26
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guo, Guangbao http://orcid.org/0000-0002-4115-6218
Wei, Chunjie
Qian, Guoqi
Text and Data Mining valid from 2022-08-26
Version of Record valid from 2022-08-26
Article History
Received: 1 September 2021
Accepted: 1 August 2022
First Online: 26 August 2022