Pages that link to "Item:Q5885109"
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The following pages link to Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109):
Displaying 14 items.
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- Biwhitening Reveals the Rank of a Count Matrix (Q5885827) (← links)
- Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
- Inference for low-rank models (Q6177325) (← links)
- Deviance matrix factorization (Q6184929) (← links)
- Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
- Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference (Q6608688) (← links)
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models (Q6651390) (← links)
- Selecting the number of factors in multi-variate time series (Q6655924) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
- High-dimensional overdispersed generalized factor model with application to single-cell sequencing data analysis (Q6663835) (← links)
- Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)
