A random-perturbation-based rank estimator of the number of factors (Q5113027)
From MaRDI portal
scientific article; zbMATH DE number 7210413
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
9 June 2020
0 references
large-dimensional approximate factor model
0 references
matrix perturbation
0 references
principal component analysis
0 references