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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| 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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0.7725667953491211
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0.770523190498352
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0.7635599970817566
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0.7621841430664062
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0.7618427872657776
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