Taras Bodnar, Markus Reiß. Exact and asymptotic tests on a factor model in low and large dimensions with applications. J. Multivariate Analysis, 150:125-151, 2016. [doi]
@article{BodnarR16-0,
title = {Exact and asymptotic tests on a factor model in low and large dimensions with applications},
author = {Taras Bodnar and Markus Reiß},
year = {2016},
doi = {10.1016/j.jmva.2016.05.011},
url = {http://dx.doi.org/10.1016/j.jmva.2016.05.011},
researchr = {https://researchr.org/publication/BodnarR16-0},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {150},
pages = {125-151},
}