The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139): Difference between revisions
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| Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
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| Property / cites work: Inferential Theory for Factor Models of Large Dimensions / rank | |||
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| Property / cites work: A limit theorem for the eigenvalues of product of two random matrices / rank | |||
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| Property / cites work: On limit theorem for the eigenvalues of product of two random matrices / rank | |||
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| Property / cites work: On the limit of the largest eigenvalue of the large dimensional sample covariance matrix / rank | |||
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Revision as of 13:31, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The application of spectral distribution of product of two random matrices in the factor analysis |
scientific article |
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The application of spectral distribution of product of two random matrices in the factor analysis (English)
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19 December 2007
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limiting spectral distribution
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product of random matrices
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large dimensional random matrices
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factor number
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time series
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tables
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