Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918)
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scientific article; zbMATH DE number 7809908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Posterior consistency of factor dimensionality in high-dimensional sparse factor models |
scientific article; zbMATH DE number 7809908 |
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Posterior consistency of factor dimensionality in high-dimensional sparse factor models (English)
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27 February 2024
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covariance matrix
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factor dimensionality
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factor model
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Indian buffet process
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posterior consistency
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posterior contraction rate
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