Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: sandwich / rank | |||
Normal rank | |||
Revision as of 23:14, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models |
scientific article |
Statements
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (English)
0 references
4 January 2019
0 references
change point analysis
0 references
linear factor models
0 references
principal component analysis
0 references
