Optimal vintage factor analysis with deflation varimax

16 October 2023

Papers citing "Optimal vintage factor analysis with deflation varimax"

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Title
Efficient Sparse Coding using Hierarchical Riemannian Pursuit Ye Xue Vincent K. N. Lau Songfu Cai 23 3 0 21 Apr 2021
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 38 476 0 04 Jun 2012