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Abstract deduction and inferential models for type theory

โœ Scribed by Paolo Gentilini; Maurizio Martelli

Book ID
113641908
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
530 KB
Volume
208
Category
Article
ISSN
0890-5401

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โœ Jushan Bai ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 552 KB

This paper develops an inferential theory for factor models of large dimensions. The principal components estimator is considered because it is easy to compute and is asymptotically equivalent to the maximum likelihood estimator (if normality is assumed). We derive the rate of convergence and the li