Robust factor number specification for large-dimensional elliptical factor model (Q2008233)
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scientific article
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| English | Robust factor number specification for large-dimensional elliptical factor model |
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Robust factor number specification for large-dimensional elliptical factor model (English)
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22 November 2019
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elliptical factor model
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factor number
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multivariate Kendall's tau matrix
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0.8421576619148254
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0.7833027243614197
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0.7707871794700623
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0.7597156763076782
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