Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types

DOI10.1080/01621459.2021.1999818OpenAlexW3211110943MaRDI QIDQ6110027

Jin Liu, Shurong Zheng, Unnamed Author, Huazhen Lin

Publication date: 4 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2021.1999818

zbMATH Keywords

nonlinear convergence rate uniform consistency ultra-high dimension generalized factor model mixed type of data

Mathematics Subject Classification ID

Statistics (62-XX)

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