Factor-adjusted multiple testing of correlations (Q1796926): Difference between revisions

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+https://doi.org/10.1016/j.csda.2018.06.001
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+W2809327503
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+Eigenvalue Ratio Test for the Number of Factors
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+High dimensional covariance matrix estimation using a factor model
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+High-dimensional covariance matrix estimation in approximate factor models
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