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Conference Paper: Identifying the number of factors from singular values of a large sample auto-covariance matrix

TitleIdentifying the number of factors from singular values of a large sample auto-covariance matrix
Authors
Issue Date2015
Citation
30th European Meeting of Statisticians (BSMSP), Amsterdam, Netherlands, 6-10 July 2015 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/240170

 

DC FieldValueLanguage
dc.contributor.authorYao, JJ-
dc.date.accessioned2017-04-18T01:55:10Z-
dc.date.available2017-04-18T01:55:10Z-
dc.date.issued2015-
dc.identifier.citation30th European Meeting of Statisticians (BSMSP), Amsterdam, Netherlands, 6-10 July 2015-
dc.identifier.urihttp://hdl.handle.net/10722/240170-
dc.languageeng-
dc.relation.ispartofEuropean Meeting of Statisticians (BSMSP)-
dc.titleIdentifying the number of factors from singular values of a large sample auto-covariance matrix-
dc.typeConference_Paper-
dc.identifier.emailYao, JJ: jeffyao@hku.hk-
dc.identifier.authorityYao, JJ=rp01473-
dc.identifier.hkuros253943-

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