Estimating the number of factors to include in a high-dimensional multivariate bilinear model

DOI10.1080/03610910008813637zbMath1008.62062OpenAlexW1997712704MaRDI QIDQ4784241

Ronald C. Henry, Eun Sug Park, Clifford Spiegelman

Publication date: 10 April 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813637

zbMATH Keywords

eigenvaluesresamplingeigenvectorscorrelation matrixNUMFACT

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites Work

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• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• Estimating the number of factors to include in a high-dimensional multivariate bilinear model
• Asymptotic Theory for Principal Component Analysis

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