Embracing the Blessing of Dimensionality in Factor Models

DOI10.1080/01621459.2016.1256815zbMath1398.62137arXiv1610.07697OpenAlexW2541455433WikidataQ64124076 ScholiaQ64124076MaRDI QIDQ4690965

Guang Cheng, Yuyan Wang, Quefeng Li, Jianqing Fan

Publication date: 23 October 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.07697

zbMATH Keywords

asymptotic normalityFisher informationfactor modelhigh-dimensionalitydivide-and-conquerauxiliary data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

A general framework for association analysis of heterogeneous data, Adjusting systematic bias in high dimensional principal component scores, Estimation and inference in semiparametric quantile factor models, High-Dimensional Factor Regression for Heterogeneous Subpopulations, Integrative Factor Regression and Its Inference for Multimodal Data Analysis, Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types, Sparse online principal component analysis for parameter estimation in factor model, Robust high-dimensional factor models with applications to statistical machine learning

Uses Software

• KEGG

Cites Work

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