Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust estimation of the number of factors for the pair-elliptical factor models |
scientific article |
Statements
Robust estimation of the number of factors for the pair-elliptical factor models (English)
0 references
15 July 2022
0 references
pair-elliptical factor model
0 references
static approximate factor model
0 references
robust estimation
0 references
quantile
0 references
0 references
0 references