Wird geladen...
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...
Gespeichert in:
| Veröffentlicht in: | J Am Stat Assoc |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2017
|
| Schlagworte: | |
| Online Zugang: | 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 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|