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A Randomized Sequential Procedure to Determine the Number of Factors - MaRDI portal

A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712)

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scientific article; zbMATH DE number 6988502
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A Randomized Sequential Procedure to Determine the Number of Factors
scientific article; zbMATH DE number 6988502

    Statements

    title
    A Randomized Sequential Procedure to Determine the Number of Factors (English)
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    author
    Lorenzo Trapani
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    publication date
    4 December 2018
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    zbMATH Keywords
    approximate factor models
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    number of factors
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    randomized tests
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    cites work
    Q4267666
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    Identifiers

    zbMATH DE Number
    6988502
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    OpenAlex ID
    W2633758049
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