High-dimensional factor model and its applications to statistical machine learning

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

zbMATH Keywords

model selectionprincipal component analysismultiple testingfactor modelfactor-adjusted methodstructural covariance matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05)

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Matrix-variate data analysis by two-way factor model with replicated observations

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