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PROJECTED PRINCIPAL COMPONENT ANALYSIS IN FACTOR MODELS
This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employees principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to high-dimensional factor analysis, the projection removes noise comp...
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| Publicado no: | Ann Stat |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4714810/ https://ncbi.nlm.nih.gov/pubmed/26783374 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1364 |
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