On the penalized maximum likelihood estimation of high-dimensional approximate factor model
2019 ◽
Vol 34
(2)
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pp. 819-846
Shaoxin Wang
◽
Hu Yang
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Chaoli Yao
1982 ◽
Vol 69
(1)
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pp. 123-136
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J. A. ANDERSON
◽
V. BLAIR
2020 ◽
Vol 8
(4)
◽
pp. 472-479
Azumah Karim
◽
Ananda Omutokoh Kube
◽
Bashiru Imoro Ibn Saeed
2017 ◽
Vol 48
(2)
◽
pp. 334-349
◽
Verônica M. C. Lima
◽
Francisco Cribari–Neto
2013 ◽
Vol 21
(23)
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pp. 27668
◽
Jeongtae Kim
◽
Suhyeon An
◽
Sohyun Ahn
◽
Boyoung Kim
1997 ◽
Vol 45
(12)
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pp. 3027-3038
◽
2004 ◽
Vol 57
(12)
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pp. 1262-1270
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K.G.M. Moons
◽
A. Rogier T. Donders
◽
E.W. Steyerberg
◽
F.E. Harrell
2016 ◽
Vol 45
(20)
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pp. 6133-6148
2019 ◽
Vol 57
(3)
◽
pp. 443-457