Determining the number of factors in high-dimensional generalized latent factor models
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Publication:5102503
DOI10.1093/biomet/asab044zbMath1495.62047arXiv2010.02326MaRDI QIDQ5102503
Publication date: 8 September 2022
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.02326
high-dimensional data; selection consistency; information criteria; joint maximum likelihood estimator; generalized latent factor model
62H25: Factor analysis and principal components; correspondence analysis
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