Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115)
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scientific article; zbMATH DE number 7668260
Language | Label | Description | Also known as |
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English | Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors |
scientific article; zbMATH DE number 7668260 |
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Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (English)
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27 March 2023
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factor-augmented regression
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large dimensions
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over-estimating number of factors
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principal components
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random projections
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