Estimating the number of factors to include in a high-dimensional multivariate bilinear model (Q4784241)
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scientific article; zbMATH DE number 1843605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the number of factors to include in a high-dimensional multivariate bilinear model |
scientific article; zbMATH DE number 1843605 |
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Estimating the number of factors to include in a high-dimensional multivariate bilinear model (English)
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10 April 2003
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correlation matrix
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resampling
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eigenvectors
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eigenvalues
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NUMFACT
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