Open AccessA Diagnostic Criterion for Approximate Factor Structure
Author(s) -
Patrick Gagliardini,
Elisa Ossola,
Olivier Scaillet
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2817458
Subject(s) - factor (programming language) , mathematics , computer science , statistics , programming language
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