Robust estimation of the number of factors for the pair-elliptical factor models
Crossref DOI link: https://doi.org/10.1007/s00180-021-01165-5
Published Online: 2021-11-13
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Shuquan
Ling, Nengxiang
Gong, Yulin
Funding for this research was provided by:
national natural science foundation of china (72071068)
Text and Data Mining valid from 2021-11-13
Version of Record valid from 2021-11-13
Article History
Received: 29 June 2021
Accepted: 6 October 2021
First Online: 13 November 2021