@inproceedings{cotta:hal-02358699, TITLE = {{A robust method for estimating the number of factors in an approximate factor model}}, AUTHOR = {Cotta, Higor and Reisen, Valderio A. and Bondon, Pascal}, URL = {https://centralesupelec.hal.science/hal-02358699}, BOOKTITLE = {{International Work-Conference on Time Series}}, ADDRESS = {Granada, Spain}, PAGES = {711-722}, YEAR = {2019}, MONTH = Sep, HAL_ID = {hal-02358699}, HAL_VERSION = {v1}, }