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Journal of the American Statistical Association Volume 117, 2022 - Issue 538
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Theory and Methods

Estimating Number of Factors by Adjusted Eigenvalues Thresholding

Jianqing Fana Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ;; Correspondence[email protected]
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,
Jianhua Guob School of Mathematics and Statistics and KLAS, Northeast Normal University, Changchun, ChinaView further author information
&
Shurong Zhengb School of Mathematics and Statistics and KLAS, Northeast Normal University, Changchun, ChinaCorrespondence[email protected]
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Pages 852-861 | Received 14 Aug 2019, Accepted 11 Sep 2020, Published online: 19 Nov 2020

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