Characterizing correlation matrices that admit a clustered factor representation
Year of publication: |
2023
|
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Authors: | Tong, Chen ; Hansen, Peter Reinhard |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 233.2023, p. 1-4
|
Subject: | Block correlation matrix | Copula | Clustering | Factor models | Korrelation | Correlation | Regionales Cluster | Regional cluster | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Faktorenanalyse | Factor analysis | Lineare Algebra | Linear algebra | Clusteranalyse | Cluster analysis | Zeitreihenanalyse | Time series analysis |
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