Detecting approximate replicate components of a high-dimensional random vector with latent structure

DOI10.3150/22-BEJ1502MaRDI QIDQ2692538

Florentina Bunea, Xin Bing, Marten H. Wegkamp

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.02288

zbMATH Keywords

identificationmatrix factorizationhigh-dimensional statisticsoverlapping clusteringlatent factor modelreplicate measurementspure variables

Mathematics Subject Classification ID

Parametric inference (62Fxx) Artificial intelligence (68Txx) Multivariate analysis (62Hxx)

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