Determining the number of factors in high-dimensional generalized latent factor models (Q5102503): Difference between revisions

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scientific article; zbMATH DE number 7582651
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Determining the number of factors in high-dimensional generalized latent factor models
scientific article; zbMATH DE number 7582651

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    Determining the number of factors in high-dimensional generalized latent factor models (English)
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    8 September 2022
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    generalized latent factor model
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    high-dimensional data
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    information criteria
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    joint maximum likelihood estimator
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    selection consistency
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