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Tensor Factor Model Estimation by Iterative Projection

Fuente: arXiv
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Bibliographic Details
Main Authors: Han, Yuefeng, Chen, Rong, Yang, Dan, Zhang, Cun-Hui
Format: Preprint
Published: 2020
Subjects:
Methodology
Econometrics
Statistics Theory
Primary 62H25, 62H12, secondary 62R07
Online Access:
Acceder al recurso
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