Pages that link to "Item:Q524459"
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The following pages link to Identifying the number of factors from singular values of a large sample auto-covariance matrix (Q524459):
Displaying 21 items.
- Moment approach for singular values distribution of a large auto-covariance matrix (Q503082) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- On eigenvalue distributions of large autocovariance matrices (Q2094572) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Identifying the number of factors using a white noise test (Q2322652) (← links)
- On the behavior of large empirical autocovariance matrices between the past and the future (Q3385480) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- Order Determination for Spiked Type Models (Q5089462) (← links)
- Factor analysis of correlation matrices when the number of random variables exceeds the sample size (Q5880184) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application (Q6039863) (← links)
- An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data (Q6079780) (← links)
- Robust factor models for high-dimensional time series and their forecasting (Q6096157) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)
- Order determination for spiked-type models with a divergent number of spikes (Q6168911) (← links)
- Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)
- Factor Modeling for Clustering High-Dimensional Time Series (Q6567919) (← links)
