Matrix Kendall's Tau and Matrix Elliptical Factor Model
Documentation for package ‘MKendall’ version 1.5-4
DESCRIPTION file
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Help Pages
MKER
Estimating Factor Numbers via Matrix Kendall's Tau Eigenvalue-Ratio Method
MRTS
Matrix Robust Two-Step Algorithm for Large-Dimensional Matrix Elliptical Factor Model
MSK
Estimating Row and Column Sample Matrix Kendall's Tau