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Embracing the Blessing of Dimensionality in Factor Models
Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the blessing of dimensionality has not yet been fully embraced i...
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| Publicado no: | J Am Stat Assoc |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6005696/ https://ncbi.nlm.nih.gov/pubmed/29930437 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2016.1256815 |
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