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
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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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