High-dimensional factor model and its applications to statistical machine learning (Q5064181)
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scientific article; zbMATH DE number 7494877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional factor model and its applications to statistical machine learning |
scientific article; zbMATH DE number 7494877 |
Statements
High-dimensional factor model and its applications to statistical machine learning (English)
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21 March 2022
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factor model
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principal component analysis
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structural covariance matrix
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factor-adjusted method
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model selection
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multiple testing
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