High-Dimensional Factor Regression for Heterogeneous Subpopulations (Q6039856)
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scientific article; zbMATH DE number 7688200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Dimensional Factor Regression for Heterogeneous Subpopulations |
scientific article; zbMATH DE number 7688200 |
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High-Dimensional Factor Regression for Heterogeneous Subpopulations (English)
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23 May 2023
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factor models
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heterogeneity
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penalized regression
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prediction
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