scientific article; zbMATH DE number 7415120
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Publication:5159462
Authors: Xin Bing, Florentina Bunea, Seth Strimas-Mackey, Marten H. Wegkamp 
Publication date: 27 October 2021
Full work available at URL: https://arxiv.org/abs/2007.10050
Title of this publication is not available (Why is that?)
model selectionhigh-dimensional regressionlatent factor modelprincipal component regressioninterpolating predictor
Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- Eigenvalue ratio test for the number of factors
- Forecasting economic time series using targeted predictors
- Factor modeling for high-dimensional time series: inference for the number of factors
- The three-pass regression filter: a new approach to forecasting using many predictors
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
- Prediction by Supervised Principal Components
- Sufficient forecasting using factor models
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Model selection in nonparametric regression
- On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
- Random design analysis of ridge regression
- Reconciling modern machine-learning practice and the classical bias–variance trade-off
- Adaptive estimation in structured factor models with applications to overlapping clustering
- Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
Cited In (7)
- Are Latent Factor Regression and Sparse Regression Adequate?
- Adaptive estimation in multivariate response regression with hidden variables
- Inference in latent factor regression with clusterable features
- Title not available (Why is that?)
- Surprises in high-dimensional ridgeless least squares interpolation
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
- Optimal discriminant analysis in high-dimensional latent factor models
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