"Robust estimation of the number of factors for the pair-elliptical factor ..."

Shuquan Yang, Nengxiang Ling, Yulin Gong (2022)

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DOI: 10.1007/S00180-021-01165-5

access: closed

type: Journal Article

metadata version: 2022-06-22

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Shuquan Yang, Nengxiang Ling, Yulin Gong:
Robust estimation of the number of factors for the pair-elliptical factor models. Comput. Stat. 37(3): 1495-1522 (2022)

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