Shrinkage estimation of factor models with global and group-specific factors

Gespeichert in:

Autor*in:	Han, Xu [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2021

Schlagwörter:	Group lasso Model identification Multi-level factor models Selection consistency Shrinkage estimation

Übergeordnetes Werk:	Enthalten in: Journal of business & economic statistics - Abingdon : Taylor & Francis, 1983, 39(2021), 1 vom: Jan., Seite 1-17
Übergeordnetes Werk:	volume:39 ; year:2021 ; number:1 ; month:01 ; pages:1-17

Links:	Link aufrufen Link aufrufen Supplemental

DOI / URN:	10.1080/07350015.2019.1617157

Katalog-ID:	1747391034

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spelling	10.1080/07350015.2019.1617157 doi (DE-627)1747391034 (DE-599)KXP1747391034 DE-627 ger DE-627 rda eng Han, Xu verfasserin (DE-588)1068174838 (DE-627)819696714 (DE-576)427355427 aut Shrinkage estimation of factor models with global and group-specific factors Xu Han 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Group lasso (dpeaa)DE-206 Model identification (dpeaa)DE-206 Multi-level factor models (dpeaa)DE-206 Selection consistency (dpeaa)DE-206 Shrinkage estimation (dpeaa)DE-206 Enthalten in Journal of business & economic statistics Abingdon : Taylor & Francis, 1983 39(2021), 1 vom: Jan., Seite 1-17 Online-Ressource (DE-627)327084073 (DE-600)2043744-4 (DE-576)250711516 1537-2707 nnns volume:39 year:2021 number:1 month:01 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/07350015.2019.1617157 Verlag lizenzpflichtig https://doi.org/10.1080/07350015.2019.1617157 Resolving-System lizenzpflichtig https://www.tandfonline.com/doi/suppl/10.1080/07350015.2019.1617157 Verlag Supplemental lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_40 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_100 GBV_ILN_101 GBV_ILN_152 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_374 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2061 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_2938 GBV_ILN_2941 GBV_ILN_2947 GBV_ILN_2949 GBV_ILN_2950 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4346 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 AR 39 2021 1 1 1-17 26 01 0206 3848695413 x1z 04-02-21
allfields_unstemmed	10.1080/07350015.2019.1617157 doi (DE-627)1747391034 (DE-599)KXP1747391034 DE-627 ger DE-627 rda eng Han, Xu verfasserin (DE-588)1068174838 (DE-627)819696714 (DE-576)427355427 aut Shrinkage estimation of factor models with global and group-specific factors Xu Han 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Group lasso (dpeaa)DE-206 Model identification (dpeaa)DE-206 Multi-level factor models (dpeaa)DE-206 Selection consistency (dpeaa)DE-206 Shrinkage estimation (dpeaa)DE-206 Enthalten in Journal of business & economic statistics Abingdon : Taylor & Francis, 1983 39(2021), 1 vom: Jan., Seite 1-17 Online-Ressource (DE-627)327084073 (DE-600)2043744-4 (DE-576)250711516 1537-2707 nnns volume:39 year:2021 number:1 month:01 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/07350015.2019.1617157 Verlag lizenzpflichtig https://doi.org/10.1080/07350015.2019.1617157 Resolving-System lizenzpflichtig https://www.tandfonline.com/doi/suppl/10.1080/07350015.2019.1617157 Verlag Supplemental lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_40 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_100 GBV_ILN_101 GBV_ILN_152 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_374 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2061 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_2938 GBV_ILN_2941 GBV_ILN_2947 GBV_ILN_2949 GBV_ILN_2950 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4346 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 AR 39 2021 1 1 1-17 26 01 0206 3848695413 x1z 04-02-21
allfieldsGer	10.1080/07350015.2019.1617157 doi (DE-627)1747391034 (DE-599)KXP1747391034 DE-627 ger DE-627 rda eng Han, Xu verfasserin (DE-588)1068174838 (DE-627)819696714 (DE-576)427355427 aut Shrinkage estimation of factor models with global and group-specific factors Xu Han 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Group lasso (dpeaa)DE-206 Model identification (dpeaa)DE-206 Multi-level factor models (dpeaa)DE-206 Selection consistency (dpeaa)DE-206 Shrinkage estimation (dpeaa)DE-206 Enthalten in Journal of business & economic statistics Abingdon : Taylor & Francis, 1983 39(2021), 1 vom: Jan., Seite 1-17 Online-Ressource (DE-627)327084073 (DE-600)2043744-4 (DE-576)250711516 1537-2707 nnns volume:39 year:2021 number:1 month:01 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/07350015.2019.1617157 Verlag lizenzpflichtig https://doi.org/10.1080/07350015.2019.1617157 Resolving-System lizenzpflichtig https://www.tandfonline.com/doi/suppl/10.1080/07350015.2019.1617157 Verlag Supplemental lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_40 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_100 GBV_ILN_101 GBV_ILN_152 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_374 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2061 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_2938 GBV_ILN_2941 GBV_ILN_2947 GBV_ILN_2949 GBV_ILN_2950 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4346 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 AR 39 2021 1 1 1-17 26 01 0206 3848695413 x1z 04-02-21
allfieldsSound	10.1080/07350015.2019.1617157 doi (DE-627)1747391034 (DE-599)KXP1747391034 DE-627 ger DE-627 rda eng Han, Xu verfasserin (DE-588)1068174838 (DE-627)819696714 (DE-576)427355427 aut Shrinkage estimation of factor models with global and group-specific factors Xu Han 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Group lasso (dpeaa)DE-206 Model identification (dpeaa)DE-206 Multi-level factor models (dpeaa)DE-206 Selection consistency (dpeaa)DE-206 Shrinkage estimation (dpeaa)DE-206 Enthalten in Journal of business & economic statistics Abingdon : Taylor & Francis, 1983 39(2021), 1 vom: Jan., Seite 1-17 Online-Ressource (DE-627)327084073 (DE-600)2043744-4 (DE-576)250711516 1537-2707 nnns volume:39 year:2021 number:1 month:01 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/07350015.2019.1617157 Verlag lizenzpflichtig https://doi.org/10.1080/07350015.2019.1617157 Resolving-System lizenzpflichtig https://www.tandfonline.com/doi/suppl/10.1080/07350015.2019.1617157 Verlag Supplemental lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_40 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_100 GBV_ILN_101 GBV_ILN_152 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_374 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2061 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_2938 GBV_ILN_2941 GBV_ILN_2947 GBV_ILN_2949 GBV_ILN_2950 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4346 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 AR 39 2021 1 1 1-17 26 01 0206 3848695413 x1z 04-02-21
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author	Han, Xu
spellingShingle	Han, Xu misc Group lasso misc Model identification misc Multi-level factor models misc Selection consistency misc Shrinkage estimation Shrinkage estimation of factor models with global and group-specific factors
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topic_title	Shrinkage estimation of factor models with global and group-specific factors Xu Han Group lasso (dpeaa)DE-206 Model identification (dpeaa)DE-206 Multi-level factor models (dpeaa)DE-206 Selection consistency (dpeaa)DE-206 Shrinkage estimation (dpeaa)DE-206
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title	Shrinkage estimation of factor models with global and group-specific factors
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title_full	Shrinkage estimation of factor models with global and group-specific factors Xu Han
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title_sort	shrinkage estimation of factor models with global and group-specific factors
title_auth	Shrinkage estimation of factor models with global and group-specific factors
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title_short	Shrinkage estimation of factor models with global and group-specific factors
url	https://www.tandfonline.com/doi/pdf/10.1080/07350015.2019.1617157 https://doi.org/10.1080/07350015.2019.1617157 https://www.tandfonline.com/doi/suppl/10.1080/07350015.2019.1617157
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Shrinkage estimation of factor models with global and group-specific factors

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