Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119): Difference between revisions
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Latest revision as of 13:26, 14 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models |
scientific article |
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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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