Robust high-dimensional factor models with applications to statistical machine learning (Q2038305)
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scientific article; zbMATH DE number 7368239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust high-dimensional factor models with applications to statistical machine learning |
scientific article; zbMATH DE number 7368239 |
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Robust high-dimensional factor models with applications to statistical machine learning (English)
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6 July 2021
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factor model
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PCA
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covariance estimation
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FarmSelect
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FarmTest
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perturbation bounds
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random sketch
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robustness
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