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    Homogeneity and Structure Identification in Semiparametric Factor Models by Chaohui Guo (9460039)

    Published 2020
    “…In this article, we consider a semiparametric factor model and present a regularized estimation procedure for linear component identification on the transformed factor that combines B-spline basis function approximations and the smoothly clipped absolute deviation penalty. In addition, a binary segmentation based algorithm is also developed to identify the homogeneous groups in loading parameters, producing more efficient estimation by pooling information across units within the same group. …”
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