Information, data dimension and factor structure (Q765833)

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Information, data dimension and factor structure
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    title
    Information, data dimension and factor structure (English)
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    author
    Jan P. A. M. Jacobs
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    Pieter W. Otter
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    Ard H. J. den Reijer
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    publication date
    22 March 2012
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    Mathematics Subject Classification ID
    62H25
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    62-07
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    62B10
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    62P20
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    94A15
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    zbMATH DE Number
    6017567
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    zbMATH Keywords
    Kullback-Leibler numbers
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    information
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    factor structure
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    data set dimension
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    dynamic factor models
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    leading index
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    OpenAlex ID
    W3122361594
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