Structured prior distributions for the covariance matrix in latent factor models (Q6581682)
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scientific article; zbMATH DE number 7889769
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| English | Structured prior distributions for the covariance matrix in latent factor models |
scientific article; zbMATH DE number 7889769 |
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Structured prior distributions for the covariance matrix in latent factor models (English)
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31 July 2024
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covariance matrix
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dimension reduction
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intraday gas demand
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latent factor models
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stationary dynamic factor models
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structured prior distributions
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0.7735649347305298
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0.764136016368866
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0.7441055178642273
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0.7427244782447815
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