Factor and Idiosyncratic Empirical Processes

Kong, XB; Wang, JY; Xing, JB; Xu, C; Ying, C

Wang, JY (reprint author), Nanjing Audit Univ, Sch Stat & Math, Nanjing 211815, Jiangsu, Peoples R China.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019; 114 (527): 1138