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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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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