%0 Conference Proceedings %T A robust method for estimating the number of factors in an approximate factor model %+ Universidade Federal do Espirito Santo (UFES) %+ Laboratoire des signaux et systèmes (L2S) %+ CentraleSupélec %A Cotta, Higor %A Reisen, Valderio, A. %A Bondon, Pascal %< avec comité de lecture %B International Work-Conference on Time Series %C Granada, Spain %P 711-722 %8 2019-09-25 %D 2019 %Z Statistics [stat]/Statistics Theory [stat.TH] %Z Engineering Sciences [physics]/Signal and Image processingConference papers %G English %L hal-02358699 %U https://centralesupelec.hal.science/hal-02358699 %~ CNRS %~ UNIV-PSUD %~ SUP_LSS %~ SUP_SIGNAUX %~ CENTRALESUPELEC %~ UNIV-PARIS-SACLAY %~ UNIV-PSUD-SACLAY %~ CENTRALESUPELEC-SACLAY %~ GS-ENGINEERING %~ GS-COMPUTER-SCIENCE