Pages that link to "Item:Q2000871"
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The following pages link to A rank test for the number of factors with high-frequency data (Q2000871):
Displaying 9 items.
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Inference for multi-dimensional high-frequency data with an application to conditional independence testing (Q2835311) (← links)
- On the number of common factors with high-frequency data (Q5384478) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- Incorporating relative error criterion to conformal prediction for positive data (Q6199728) (← links)