On the statistical analysis of high-dimensional factor models
Crossref DOI link: https://doi.org/10.1007/s00362-024-01557-x
Published Online: 2024-07-01
Published Print: 2024-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mao, Junfan
Gao, Zhigen
Jing, Bing-Yi
Guo, Jianhua https://orcid.org/0000-0002-0734-1452
Funding for this research was provided by:
National Natural Science Foundation of China (11631003, 11690012, 11571068, 11671073)
Text and Data Mining valid from 2024-07-01
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Article History
Received: 1 August 2022
Revised: 6 April 2024
First Online: 1 July 2024