Homogeneity and Structure Identification in Semiparametric Factor Models-Reference-Cited by-同舟云学术

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Homogeneity and Structure Identification in Semiparametric Factor Models

Published:2020-11-10 Issue:1 Volume:40 Page:408-422
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Guo Chaohui¹,Li Jialiang²³^ORCID

Affiliation:

1. College of Mathematics Science, Chongqing Normal University, Chongqing, China;

2. Department of Statistics and Applied Probability, Duke-NUS Graduate Medical School, National University of Singapore, Singapore;

3. Singapore Eye Research Institute, Singapore

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2020.1831516

Reference50 articles.

1. Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures

2. Statistical analysis of factor models of high dimension

3. Determining the Number of Factors in Approximate Factor Models

4. Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Subgroup Analysis for Longitudinal Data via Semiparametric Additive Mixed Effects Model;Journal of Systems Science and Complexity;2023-10

2. Change plane model averaging for subgroup identification;Statistical Methods in Medical Research;2023-02-12

3. Segment regression model average with multiple threshold variables and multiple structural breaks;Canadian Journal of Statistics;2023-02-06

4. Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models;Journal of Business & Economic Statistics;2022-11-14

5. Multi‐threshold proportional hazards model and subgroup identification;Statistics in Medicine;2022-10-05

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