High-dimensional factor model and its applications to statistical machine learning
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Publication:5064181
DOI10.1360/SSM-2020-0041zbMath1499.62197OpenAlexW3015408224MaRDI QIDQ5064181
Dan Christina Wang, Zhao Chen, Jianqing Fan
Publication date: 21 March 2022
Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1360/ssm-2020-0041
model selectionprincipal component analysismultiple testingfactor modelfactor-adjusted methodstructural covariance matrix
Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05)
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