Embracing the blessing of dimensionality in factor models (Q4690965)
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scientific article; zbMATH DE number 6962799
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Embracing the blessing of dimensionality in factor models |
scientific article; zbMATH DE number 6962799 |
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Embracing the Blessing of Dimensionality in Factor Models (English)
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23 October 2018
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asymptotic normality
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auxiliary data
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divide-and-conquer
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factor model
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Fisher information
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high-dimensionality
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0.7654342651367188
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0.754952073097229
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0.7455276846885681
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0.7333297729492188
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