Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693)
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scientific article; zbMATH DE number 7783453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization |
scientific article; zbMATH DE number 7783453 |
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Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (English)
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4 January 2024
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factor model
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high dimension
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nuclear norm
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numerical instability
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sparsity
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