Estimating Number of Factors by Adjusted Eigenvalues Thresholding
From MaRDI portal
Publication:5885109
DOI10.1080/01621459.2020.1825448OpenAlexW3088001967MaRDI QIDQ5885109
Shurong Zheng, Jianqing Fan, Jian-hua Guo
Publication date: 27 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.10710
Factor analysis and principal components; correspondence analysis (62H25) Random matrices (probabilistic aspects) (60B20)
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