"Estimation of high-dimensional linear factor models with grouped variables."

Chris Heaton, Victor Solo (2012)

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DOI: 10.1016/J.JMVA.2011.10.001

access: open

type: Journal Article

metadata version: 2021-02-17

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Chris Heaton, Victor Solo:
Estimation of high-dimensional linear factor models with grouped variables. J. Multivar. Anal. 105(1): 348-367 (2012)

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