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Robust Factor Number Specification for Large-dimensional Elliptical Factor Model

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  • Journal:Journal of Multivariate Analysis

  • All the Authors:Zhang X

  • First Author:YU L

  • Correspondence Author:HE Y

  • Volume:174

  • Page Number:104543

  • Translation or Not:no

  • Date of Publication:2019-11-01

  • Included Journals:SCI

  • Date of Publication:2019-11-01
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