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Open Access

Correction

Correction: Random selection of factors preserves the correlation structure in a linear factor model to a high degree

  • Antti J. Tanskanen,
  • Jani Lukkarinen,
  • Kari Vatanen

S1 Appendix was incorrectly included in LaTeX format. Please view the PDF version below.

Supporting information

S1 Appendix. Accuracy of the random factor approach.

In S1 Appendix, we prove the main results used in the text for the mean and variance of the projection operators involved in the random factor models. We are mainly interested in controlling their asymptotic dependence for large values of the dimensions k and d of the factor matrix.[1]

https://doi.org/10.1371/journal.pone.0211610.s001

(PDF)

Reference

  1. 1. Tanskanen AJ, Lukkarinen J, Vatanen K (2018) Random selection of factors preserves the correlation structure in a linear factor model to a high degree. PLoS ONE 13(12): e0206551. https://doi.org/10.1371/journal.pone.0206551 pmid:30576318

Citation: Tanskanen AJ, Lukkarinen J, Vatanen K (2019) Correction: Random selection of factors preserves the correlation structure in a linear factor model to a high degree. PLoS ONE 14(1): e0211610. https://doi.org/10.1371/journal.pone.0211610

Published: January 25, 2019

Copyright: © 2019 Tanskanen et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.