Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119): Difference between revisions

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Latest revision as of 19:47, 17 July 2024

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Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
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    Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (English)
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    4 January 2019
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    change point analysis
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    linear factor models
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    principal component analysis
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