MILFM: Multiple index latent factor model based on high-dimensional features (Q3119922)
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scientific article; zbMATH DE number 7035490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | MILFM: Multiple index latent factor model based on high-dimensional features |
scientific article; zbMATH DE number 7035490 |
Statements
MILFM: Multiple index latent factor model based on high-dimensional features (English)
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13 March 2019
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dimension reduction
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independent screening
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latent factor model
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prediction
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regularized empirical risk
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multiple-index latent factor modeling (MILFM)
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0.8184347
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0.81509876
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0.8064169
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0.79644763
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0.7960125
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0.79559046
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0.7945363
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