Estimation of high-dimensional linear factor models with grouped variables
β Scribed by Chris Heaton; Victor Solo
- Book ID
- 113726704
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 337 KB
- Volume
- 105
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Consider the partial linear models of the form Y=X { ;+ g(T)+e, where the p-variate explanatory X is erroneously measured, and both T and the response Y are measured exactly. Let X be the surrogate variable for X with measurement error. Let the primary data set be that containing independent observa
The βStats in the ChΓ’teauβ summer school was held at the CRC chΓ’teau on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This event was organized jointly by faculty members of three French academic institutions β ENSAE ParisTech, the Ecole Polytechnique ParisTech,