High-dimensional factor model and its applications to statistical machine learning (Q5064181): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q586406 |
||
| Property / author | |||
| Property / author: Jianqing Fan / rank | |||
Revision as of 01:01, 20 February 2024
scientific article; zbMATH DE number 7494877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional factor model and its applications to statistical machine learning |
scientific article; zbMATH DE number 7494877 |
Statements
High-dimensional factor model and its applications to statistical machine learning (English)
0 references
21 March 2022
0 references
factor model
0 references
principal component analysis
0 references
structural covariance matrix
0 references
factor-adjusted method
0 references
model selection
0 references
multiple testing
0 references
