Robust factor number specification for large-dimensional elliptical factor model
10.1016/j.jmva.2019.104543
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
ELSEVIER INC
2021
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| Subjects: | |
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/191967 |
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| Institution: | National University of Singapore |
| Language: | English |