Browsing by Subject "information criteria"
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(2020-07-17)In exploratory factor analysis (EFA), there are numerous methods to extract the optimal number of factors, and these methods can be generally divided into two categories, namely, the model-selection-based approaches and ...
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(2016-03-02)High dimensional factor models have drawn attention in both empirical and theoretical studies. Correctly specifying the number of factors (r) is a fundamental issue for the application of factor models. We develop an ...