A random-perturbation-based rank estimator of the number of factors (Q5113027)
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scientific article; zbMATH DE number 7210413
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| English | A random-perturbation-based rank estimator of the number of factors |
scientific article; zbMATH DE number 7210413 |
Statements
A random-perturbation-based rank estimator of the number of factors (English)
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9 June 2020
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large-dimensional approximate factor model
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matrix perturbation
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principal component analysis
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0.8081046342849731
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0.782465934753418
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0.7802593111991882
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0.7754071354866028
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0.768792986869812
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