Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119)
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scientific article; zbMATH DE number 6997750
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| English | Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models |
scientific article; zbMATH DE number 6997750 |
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Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (English)
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4 January 2019
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change point analysis
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linear factor models
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principal component analysis
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0.7814829349517822
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0.7797601222991943
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0.7752788662910461
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0.7730737328529358
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0.769120454788208
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