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"Robust factor number specification for large-dimensional elliptical factor ..."

Long Yu, Yong He, Xinsheng Zhang (2019)

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DOI: 10.1016/J.JMVA.2019.104543

access: closed

type: Journal Article

metadata version: 2020-02-22

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Long Yu, Yong He, Xinsheng Zhang:
Robust factor number specification for large-dimensional elliptical factor model. J. Multivar. Anal. 174 (2019)

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