Embracing the Blessing of Dimensionality in Factor Models (Q4690965)
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scientific article; zbMATH DE number 6962799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embracing the Blessing of Dimensionality in Factor Models |
scientific article; zbMATH DE number 6962799 |
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Embracing the Blessing of Dimensionality in Factor Models (English)
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23 October 2018
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asymptotic normality
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auxiliary data
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divide-and-conquer
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factor model
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Fisher information
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high-dimensionality
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