Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of the number of factors for the pair-elliptical factor models |
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Robust estimation of the number of factors for the pair-elliptical factor models (English)
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15 July 2022
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pair-elliptical factor model
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static approximate factor model
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robust estimation
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quantile
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