Estimating Number of Factors by Adjusted Eigenvalues Thresholding

Mathematics

• Appeal 13%
• Common factor 60%
• Correlation Matrix 40%
• Covariance matrix 20%
• Demonstrate 6%
• Eigenvalue 50%
• Estimation Error 13%
• Estimator 6%
• Factor Models 29%
• High-dimensional 18%
• Optimality 9%
• Random Matrix Theory 14%
• Relationships 13%
• Scale Invariant 14%
• Simulation Study 8%
• Thresholding 97%
• Tuning 13%

Business & Economics

• Common Factors 62%
• Correlation Matrix 42%
• Covariance Matrix 25%
• Eigenvalues 100%
• Estimation Error 14%
• Estimator 9%
• Factors 27%
• Optimality 14%
• Random Matrix Theory 16%
• Sampling 11%
• Simulation Study 10%