Sparse factor models of high dimension

arXiv2307.05952MaRDI QIDQ6443445

Benjamin Poignard, Yoshikazu Terada

Publication date: 12 July 2023

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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