IPCA: Instrumented Principal Component Analysis 理论部分 或者这里: 张楚珩:【Paper】深度资产定价模型 上述形式有几个要点: 1、工具变量 Z 时变,一般选择为基金的显式Characteristics。如果显式的Characteristics为 P 维,那么时不变的 ΓP×K 本质上就是个特征(因子)选择矩阵,线性映射了显式因子到上面隐式因子,...
摘要: We propose a new approach of latent factor analysis that, in addition to the main panel of interest, introduces other relevant data that serve as instruments fo关键词: factor model principal components tensor asymptotic theory international macroeconomics dynamic loading ...
Kelly, B., Pruitt, S., Su, Y., 2017. Instrumented principal component analysis. Working Paper.Kelly, B., Pruitt, S., Su, Y., 2017. Instrumented principal component analysis. Working Paper .Kelly, B. T., Pruitt, S. and Su, Y. (2017). Instrumented principal component analysis ....
ALS方法能够处理不平衡面板数据，提供稳定估计结果，同时考虑了数据的正常化条件，确保估计的唯一性。这一方法详细阐述于Bryan Kelly在2020年发表的《Instrumented Principal Component Analysis》一文中。
The outermost thin layer of dead cells, stratum corneum (SC), is the principal component in the role of protecting skin inner tissue (Bowser & White, 1985; Bouwstra et al., 2003). However, with the increasing studies of dermal absorption, it has already been widely accepted that SC is...
in alignment with the analysis reported in [6,57], the root mean square (RMS) error was computed between the iMG and ATD time-series data (Eq.1). The peaks of corresponding impacts were first temporally aligned. They were then time-normalised based on the local minima either side of the...
Principal Component (PC) Analysis (A) was performed on the instrumented data extracting eight PC scores (ImPC) describing dynamic balance. The instrumented overall score (ImDGI) was then calculated as the sum of the mPCs. PCA revealed 2 components associated with stride features and regularity (...
principal component analysis and partial least squares regression, can be used to identify important influencing factors, and 2) propose a framework for predicting the failure rates based on the reported failures. The framework is illustrated with a case study based on the data collected from the ...
principal component analysis and partial least squares regression, can be used to identify important influencing factors, and 2) propose a framework for predicting the failure rates based on the reported failures. The framework is illustrated with a case study based on the data collected from the ...
inverse analysisresidual stress tensorThe residual stress tensor near the surface of a metal structural component or products of metallurgical processes (particularly welding) is considered in view of the estimation of its governing components. These are: the two principal stresses if the directions are...