Determining the number of factors in high-dimensional generalized latent factor models (Q5102503)
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scientific article; zbMATH DE number 7582651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the number of factors in high-dimensional generalized latent factor models |
scientific article; zbMATH DE number 7582651 |
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Determining the number of factors in high-dimensional generalized latent factor models (English)
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8 September 2022
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generalized latent factor model
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high-dimensional data
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information criteria
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joint maximum likelihood estimator
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selection consistency
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