Estimation of Sparsity-Induced Weak Factor Models

Yoshimasa Uematsu, Takashi Yamagata

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Number of pages15
JournalJournal of Business and Economic Statistics
Early online date10 Jan 2022
DOIs
Publication statusE-pub ahead of print - 10 Jan 2022

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