Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030)

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Robust estimation of the number of factors for the pair-elliptical factor models
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    Robust estimation of the number of factors for the pair-elliptical factor models (English)
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    15 July 2022
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    pair-elliptical factor model
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    static approximate factor model
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    robust estimation
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    quantile
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