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Transformed contribution ratio test for the number of factors in static approximate factor models.
Qiang Xia
Rubing Liang
Jianhong Wu
Published in:
Comput. Stat. Data Anal. (2017)
Keyphrases
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data sets
probabilistic model
real time
small number
fixed number
neural network
learning algorithm
parameter estimation
case study
computational complexity
prior knowledge
machine learning algorithms
memory requirements
empirical data
factors that influence