Sparse online principal component analysis for parameter estimation in factor model (Q6136313)
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scientific article; zbMATH DE number 7732396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse online principal component analysis for parameter estimation in factor model |
scientific article; zbMATH DE number 7732396 |
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Sparse online principal component analysis for parameter estimation in factor model (English)
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29 August 2023
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factor model
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parament estimation
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principal component method
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sparse
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online learning
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