Cite
Testing the Number of Common Factors by Bootstrapped Sample Covariance Matrix in High-Dimensional Factor Models.
MLA
Yu, Long, et al. “Testing the Number of Common Factors by Bootstrapped Sample Covariance Matrix in High-Dimensional Factor Models.” Journal of the American Statistical Association, Apr. 2024, pp. 1–12. EBSCOhost, https://doi.org/10.1080/01621459.2024.2346364.
APA
Yu, L., Zhao, P., & Zhou, W. (2024). Testing the Number of Common Factors by Bootstrapped Sample Covariance Matrix in High-Dimensional Factor Models. Journal of the American Statistical Association, 1–12. https://doi.org/10.1080/01621459.2024.2346364
Chicago
Yu, Long, Peng Zhao, and Wang Zhou. 2024. “Testing the Number of Common Factors by Bootstrapped Sample Covariance Matrix in High-Dimensional Factor Models.” Journal of the American Statistical Association, April, 1–12. doi:10.1080/01621459.2024.2346364.