Pages that link to "Item:Q2950203"
From MaRDI portal
The following pages link to Consistently determining the number of factors in multivariate volatility modelling (Q2950203):
Displayed 26 items.
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
- Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions (Q1795575) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
- Generalized kernel-based inverse regression methods for sufficient dimension reduction (Q2189615) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- Identifying the number of factors using a white noise test (Q2322652) (← links)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- (Q4998879) (← links)
- Sliced Inverse Regression in Metric Spaces (Q5040480) (← links)
- Order Determination for Spiked Type Models (Q5089462) (← links)
- Metric Learning via Cross-Validation (Q5089466) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data (Q6079715) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
- Order determination for spiked-type models with a divergent number of spikes (Q6168911) (← links)