Robust factor number specification for large-dimensional elliptical factor model

10.1016/j.jmva.2019.104543

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Bibliographic Details
Main Authors:	Yu, Long, He, Yong, Zhang, Xinsheng
Other Authors:	CIVIL AND ENVIRONMENTAL ENGINEERING
Format:	Article
Language:	English
Published:	ELSEVIER INC 2021
Subjects:	Science & Technology Physical Sciences Statistics & Probability Mathematics Elliptical factor model Factor number Multivariate Kendall's tau matrix COMMON FACTORS RATIO TEST PANEL
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/191967
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Institution:	National University of Singapore
Language:	English

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