Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix

Documenti analoghi

• High dimensional matrix estimation through elliptical factor models
  di: Xu, Xinyue, et al.
  Pubblicazione: (2025)
• Weight-calibrated estimation for factor models of high-dimensional time series
  di: Qiao, Xinghao, et al.
  Pubblicazione: (2025)
• A Markov-switching dynamic matrix factor model for the high-dimensional matrix time series
  di: Yuan, Chaofeng, et al.
  Pubblicazione: (2025)
• Identification and estimation for matrix time series CP-factor models
  di: Chang, Jinyuan, et al.
  Pubblicazione: (2024)
• Completing and studentising Spearman's correlation in the presence of ties
  di: Hurley, Landon
  Pubblicazione: (2025)