1 code implementation • 25 Oct 2016 • K. Gao, A. B. Owen
For the regression coefficients, we give conditions for consistency and asymptotic normality as well as a consistent variance estimate.
Methodology Applications Computation
1 code implementation • 11 Mar 2015 • A. B. Owen, J. Wang
Our performance criterion is based on recovery of the underlying factor-loading (signal) matrix rather than identifying the true number of factors.
Methodology
