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Local asymptotic normality of the spectrum of high-dimensional spiked F-ratios
Dharmawansa, Prathapasinghe
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Johnstone, Iain M.
; …
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2018
Persistent link: https://www.econbiz.de/10012667601
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Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise
Onatski, Alexei
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2018
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This draft: August, 2007
Persistent link: https://www.econbiz.de/10012667616
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