An Efficient Iterative Least Squares Algorithm for Large-dimensional Matrix Factor Model via Random Projection (Q5975632)
From MaRDI portal
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Efficient Iterative Least Squares Algorithm for Large-dimensional Matrix Factor Model via Random Projection |
scientific article from arXiv |
Statements
1 January 2023
0 references
stat.ME
0 references
