Inferential Theory for Factor Models of Large Dimensions

DOI10.1111/1468-0262.00392zbMath1136.62354OpenAlexW2014165366MaRDI QIDQ5472956

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00392

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

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