POET
Principal Orthogonal ComplEment Thresholding (POET) Method

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POET: Principal Orthogonal ComplEment Thresholding (POET) Method
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Principal Orthogonal ComplEment Thresholding (POET) Method

POETPrincipal Orthogonal ComplEment Thresholding (POET) method
POETCminCmin - Minimum threshold constant
POETKhatKhat - number of factors in approximate factor model
POET documentation built on May 1, 2019, 10:13 p.m.

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