Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wei, Jie, Zhang, Yonghui
Format:	Preprint
Published:	2023
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2305.05934