Errata on "Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models"
This is an errata on the paper “Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models”, by the same authors, mainly on the proof of Lemma 3.2 and associated results.
Authors
- Wang Zhou (ORCID: https://orcid.org/0009-0003-0573-0950)
- Long Yu
- Peng Zhao
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-11-03
- DOI
- https://doi.org/10.5281/zenodo.23900954
- Primary Topic
- Statistical Methods and Inference
- Type
- article
- Field-Weighted Citation Impact
- 0.00