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"On the penalized maximum likelihood estimation of high-dimensional ..."

Shaoxin Wang, Hu Yang, Chaoli Yao (2019)

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DOI: 10.1007/S00180-019-00869-Z

access: closed

type: Journal Article

metadata version: 2024-01-11

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Shaoxin Wang, Hu Yang, Chaoli Yao:
On the penalized maximum likelihood estimation of high-dimensional approximate factor model. Comput. Stat. 34(2): 819-846 (2019)

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