The application of spectral distribution of product of two random matrices in the factor analysis
文献类型：期刊论文
| 作者 | Jin, Bai-suo; Miao, Bai-qi; Ye, Wu-ye; Wu, Zhen-xiang |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS
 |
| 出版日期 | 2007-09-01 |
| 卷号 | 50期号:9页码:1303-1315 |
| 关键词 | limiting spectral distribution product of random matrices large dimensional random matrices factor number time series |
| ISSN号 | 1006-9283 |
| DOI | 10.1007/s11425-007-0086-4 |
| 英文摘要 | In the factor analysis model with large cross-section and time-series dimensions, we propose a new method to estimate the number of factors. Specially if the idiosyncratic terms satisfy a linear time series model, the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored. A simulation study and an empirical analysis are conducted. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000249379200009 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4652]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Jin, Bai-suo |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Jin, Bai-suo,Miao, Bai-qi,Ye, Wu-ye,et al. The application of spectral distribution of product of two random matrices in the factor analysis[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2007,50(9):1303-1315. |
| APA | Jin, Bai-suo,Miao, Bai-qi,Ye, Wu-ye,&Wu, Zhen-xiang.(2007).The application of spectral distribution of product of two random matrices in the factor analysis.SCIENCE IN CHINA SERIES A-MATHEMATICS,50(9),1303-1315. |
| MLA | Jin, Bai-suo,et al."The application of spectral distribution of product of two random matrices in the factor analysis".SCIENCE IN CHINA SERIES A-MATHEMATICS 50.9(2007):1303-1315. |
入库方式： OAI收割
来源：数学与系统科学研究院
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