Rank determination in tensor factor model (Q2136659)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Rank determination in tensor factor model
scientific article

    Statements

    Rank determination in tensor factor model (English)
    0 references
    0 references
    11 May 2022
    0 references
    high-dimensional tensor data
    0 references
    factor model
    0 references
    rank determination
    0 references
    eigenvalues
    0 references
    Tucker decomposition
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references