A random-perturbation-based rank estimator of the number of factors (Q5113027)
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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 |
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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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