A self-reliant projected information criterion for the number of factors (Q5077197)

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scientific article; zbMATH DE number 7528691
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    A self-reliant projected information criterion for the number of factors
    scientific article; zbMATH DE number 7528691

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      A self-reliant projected information criterion for the number of factors (English)
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      18 May 2022
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      projected PCA
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      factor
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      eigen ratio
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      growth ratio
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      information criterion
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