Inference in latent factor regression with clusterable features

DOI10.3150/21-BEJ1374OpenAlexW3135124381MaRDI QIDQ2137004

Xin Bing, Florentina Bunea, Marten H. Wegkamp

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.12696

zbMATH Keywords

identificationadaptive estimationminimax estimationhigh-dimensional regressionlatent factor modeluniform inferencepost clustering inference/regressionpure variables

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx)

Related Items

Inference in latent factor regression with clusterable features, Detecting approximate replicate components of a high-dimensional random vector with latent structure

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