Factor Models With Real Data: A Robust Estimation of the Number of Factors

DOI10.1109/TAC.2018.2867372zbMath1482.90148arXiv1709.01168OpenAlexW2953104414MaRDI QIDQ5223747

Augusto Ferrante, Mattia Zorzi, Valentina Ciccone

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.01168

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Convex programming (90C25)

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