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Estimation of factors using higher-order multi-cumulants in weak factor models.

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Bibliographic Details
Title: Estimation of factors using higher-order multi-cumulants in weak factor models.
Authors: Huang, Guanglin1,2 (AUTHOR), Lu, Wanbo3 (AUTHOR) luwb@swufe.edu.cn, Boudt, Kris2,4,5 (AUTHOR)
Source: Journal of Business & Economic Statistics. May2026, p1-31. 31p. 6 Illustrations.
Database: Business Source Ultimate
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