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Asymptotic locations of bounded and unbounded eigenvalues of sample
  correlation matrices of certain factor models -- application to a components
  retention rule

Asymptotic locations of bounded and unbounded eigenvalues of sample correlation matrices of certain factor models -- application to a components retention rule

10 July 2024
Yohji Akama
Peng Tian
ArXivPDFHTML

Papers citing "Asymptotic locations of bounded and unbounded eigenvalues of sample correlation matrices of certain factor models -- application to a components retention rule"

2 / 2 papers shown
Title
A dichotomous behavior of Guttman-Kaiser criterion from equi-correlated
  normal population
A dichotomous behavior of Guttman-Kaiser criterion from equi-correlated normal population
Y. Akama
Atina Husnaqilati
24
4
0
23 Oct 2022
Factor modeling for high-dimensional time series: Inference for the
  number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
49
479
0
04 Jun 2012
1