Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109)
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scientific article; zbMATH DE number 7668255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Number of Factors by Adjusted Eigenvalues Thresholding |
scientific article; zbMATH DE number 7668255 |
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Estimating Number of Factors by Adjusted Eigenvalues Thresholding (English)
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27 March 2023
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adjusted eigenvalues
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bias corrections
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factor models
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number of factors
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random matrices
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