scientific article; zbMATH DE number 992982

MaRDI QIDQ3125697zbMATH OpenFDO

Authors Giuseppe Cavaliere

Publication date 2 June 1997

zbMATH Keywords

Monte Carlogeneralized factor modelnumber of latent factors

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• Determining the number of factors in high-dimensional generalized latent factor models
• Determining the number of factors when the number of factors can increase with sample size
• Determining the Number of Factors in Approximate Factor Models
• Determining the Number of Factors in the General Dynamic Factor Model
• Model selection for factor analysis: some new criteria and performance comparisons

Cited in

(3)

• Determining the number of factors in high-dimensional generalized latent factor models
• Estimating the number of factors to include in a high-dimensional multivariate bilinear model
• Determining the number of factors when the number of factors can increase with sample size

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