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Embracing the Blessing of Dimensionality in Factor Models

Embracing the Blessing of Dimensionality in Factor Models

25 October 2016
Quefeng Li
Guang Cheng
Jianqing Fan
Yuyan Wang
ArXivPDFHTML

Papers citing "Embracing the Blessing of Dimensionality in Factor Models"

4 / 4 papers shown
Title
A Mathematical Framework for the Problem of Security for Cognition in Neurotechnology
A Mathematical Framework for the Problem of Security for Cognition in Neurotechnology
B. Bagley
Claudia K Petritsch
58
0
0
28 Jan 2025
Are Latent Factor Regression and Sparse Regression Adequate?
Are Latent Factor Regression and Sparse Regression Adequate?
Jianqing Fan
Zhipeng Lou
Mengxin Yu
CML
41
22
0
02 Mar 2022
Robust high dimensional factor models with applications to statistical
  machine learning
Robust high dimensional factor models with applications to statistical machine learning
Jianqing Fan
Kaizheng Wang
Yiqiao Zhong
Ziwei Zhu
29
53
0
12 Aug 2018
Factor modeling for high-dimensional time series: Inference for the
  number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
49
479
0
04 Jun 2012
1